+273.7%
ELV vs ARMK
+146.1%
+127.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.2% |
| 7D | +3.2% | +3.1% | +0.1% | +2.4% |
| 30D | +5.4% | -2.8% | +8.2% | +6.0% |
| 3M | +5.4% | +7.6% | -2.2% | +3.3% |
| 6M | +45.7% | +47.9% | -2.2% | +31.7% |
| YTD | +21.2% | +60.0% | -38.8% | +7.2% |
| 1Y | +35.6% | +52.2% | -16.6% | +21.3% |
| 3Y | -2.0% | +131.4% | -133.4% | -22.6% |
| 5Y | +26.0% | +163.2% | -137.2% | -6.2% |
| All | +273.7% | +146.1% | +127.7% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling