+51.7%
ELF vs ARMK
+40.7%
+11.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +4.4% |
| 7D | +4.0% | -2.6% | +6.6% | +4.6% |
| 30D | +10.6% | -5.2% | +15.8% | +12.0% |
| 3M | +25.8% | -6.5% | +32.3% | +27.1% |
| 6M | +89.1% | +15.3% | +73.8% | +72.1% |
| YTD | +52.7% | +43.6% | +9.1% | +29.6% |
| 1Y | +51.7% | +42.1% | +9.7% | +29.5% |
| All | +51.7% | +40.7% | +11.1% | +29.5% |
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