+268.7%
ELV vs ARMK
+130.7%
+138.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.1% | +2.8% | -3.9% | -1.8% |
| 30D | +1.8% | -1.8% | +3.5% | +1.9% |
| 3M | +10.5% | -10.9% | +21.4% | +13.2% |
| 6M | +13.5% | +21.2% | -7.8% | +7.4% |
| YTD | +24.3% | +47.0% | -22.7% | +11.9% |
| 1Y | +38.9% | +42.9% | -3.9% | +25.8% |
| 3Y | -1.5% | +95.0% | -96.5% | -18.9% |
| 5Y | +7.3% | +106.2% | -98.9% | -14.9% |
| 10Y | +268.7% | +131.6% | +137.1% | +184.4% |
| All | +268.7% | +130.7% | +138.0% | +184.4% |
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