+313.8%
ELF vs ARMK
+132.8%
+181.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +5.4% | -2.4% | +7.8% | +6.3% |
| 30D | +27.0% | 0.0% | +27.0% | +26.4% |
| 3M | +113.2% | +6.7% | +106.5% | +106.8% |
| 6M | +36.6% | +38.8% | -2.2% | +18.8% |
| YTD | +44.2% | +55.2% | -11.0% | +20.0% |
| 1Y | -18.0% | +46.6% | -64.6% | -30.3% |
| 3Y | -19.9% | +112.9% | -132.8% | -42.1% |
| 5Y | +257.7% | +144.0% | +113.7% | +139.9% |
| All | +313.8% | +132.8% | +181.0% | +176.8% |
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