-33.4%
ELAN vs ARMK
+104.9%
-138.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.7% |
| 7D | +0.3% | +1.7% | -1.4% | -0.4% |
| 30D | +8.4% | +3.1% | +5.2% | +7.0% |
| 3M | +1.2% | +9.2% | -8.0% | -2.1% |
| 6M | +2.6% | +43.7% | -41.1% | -10.5% |
| YTD | +5.9% | +57.4% | -51.4% | -10.8% |
| 1Y | +25.8% | +51.9% | -26.0% | +7.1% |
| 3Y | +106.8% | +125.4% | -18.6% | +51.0% |
| 5Y | -29.3% | +149.1% | -178.4% | -50.5% |
| All | -33.4% | +104.9% | -138.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling