+273.0%
ELF vs ARMK
+106.7%
+166.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +1.6% | +2.7% | -1.1% | +0.4% |
| 30D | +9.1% | -1.5% | +10.6% | +9.5% |
| 3M | +28.2% | -11.6% | +39.7% | +34.4% |
| 6M | +119.5% | +6.7% | +112.8% | +111.1% |
| YTD | +55.2% | +47.4% | +7.7% | +28.5% |
| 1Y | +58.6% | +41.5% | +17.1% | +33.7% |
| 3Y | +21.3% | +95.5% | -74.3% | -12.1% |
| All | +273.0% | +106.7% | +166.3% | +146.7% |
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