+49.5%
ELF vs ARMK
+46.1%
+3.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +1.4% |
| 7D | +7.8% | +0.9% | +6.9% | +7.2% |
| 30D | +9.3% | -0.4% | +9.6% | +8.9% |
| 3M | +21.2% | -2.0% | +23.1% | +20.5% |
| 6M | +96.1% | +22.0% | +74.2% | +73.7% |
| YTD | +57.0% | +49.6% | +7.3% | +28.8% |
| All | +49.5% | +46.1% | +3.3% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling