+84.9%
ELF vs ARMK
+12.8%
+72.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.0% |
| 7D | -2.7% | -10.2% | +7.5% | -2.1% |
| 30D | +6.9% | -9.3% | +16.2% | +7.6% |
| 3M | +27.2% | -11.4% | +38.6% | +28.1% |
| 6M | +84.9% | +11.6% | +73.3% | +69.8% |
| All | +84.9% | +12.8% | +72.1% | +69.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling