+275.1%
ELF vs ARMK
+96.3%
+178.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +3.8% |
| 7D | +4.0% | -2.6% | +6.6% | +5.1% |
| 30D | +10.6% | -5.2% | +15.8% | +12.8% |
| 3M | +25.8% | -6.5% | +32.3% | +28.4% |
| 6M | +89.1% | +15.3% | +73.8% | +74.9% |
| YTD | +52.7% | +43.6% | +9.1% | +27.9% |
| 1Y | +51.7% | +42.1% | +9.7% | +27.5% |
| 3Y | +14.2% | +94.0% | -79.8% | -17.0% |
| All | +275.1% | +96.3% | +178.8% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling