+450.9%
ELV vs ARMK
+350.8%
+100.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +3.3% | -2.4% | +5.7% | +3.9% |
| 30D | +4.2% | 0.0% | +4.1% | +4.0% |
| 3M | -0.1% | +6.7% | -6.7% | -1.9% |
| 6M | +41.3% | +38.8% | +2.4% | +29.5% |
| YTD | +17.4% | +55.2% | -37.7% | +4.4% |
| 1Y | +35.1% | +46.6% | -11.5% | +21.7% |
| 3Y | -3.2% | +112.9% | -116.1% | -22.4% |
| 5Y | +15.6% | +144.0% | -128.4% | -12.7% |
| 10Y | +276.8% | +132.4% | +144.4% | +177.4% |
| All | +450.9% | +350.8% | +100.1% | +252.8% |
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