-7.5%
ELV vs ARMK
+121.1%
-128.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -0.2% | +2.4% | -2.6% | -0.7% |
| 3M | -6.1% | +6.1% | -12.2% | -7.1% |
| 6M | +42.8% | +41.8% | +1.1% | +34.2% |
| YTD | +14.4% | +55.5% | -41.2% | +5.6% |
| 1Y | +28.6% | +49.6% | -21.0% | +19.5% |
| All | -7.5% | +121.1% | -128.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling