+314.5%
ELF vs ARMK
+106.3%
+208.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -1.8% |
| 7D | -2.7% | -10.2% | +7.5% | +1.4% |
| 30D | +6.9% | -9.3% | +16.2% | +10.8% |
| 3M | +27.2% | -11.4% | +38.6% | +32.4% |
| 6M | +84.9% | +11.6% | +73.3% | +74.9% |
| YTD | +44.5% | +37.5% | +7.0% | +25.6% |
| 1Y | -6.8% | +34.9% | -41.7% | -18.3% |
| 3Y | +14.2% | +83.4% | -69.2% | -12.5% |
| 5Y | +250.6% | +87.9% | +162.7% | +159.9% |
| 10Y | +318.0% | +117.0% | +201.0% | +182.5% |
| All | +314.5% | +106.3% | +208.3% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling