+483.4%
ELV vs ARMK
+330.5%
+152.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.0% |
| 7D | +3.8% | -0.7% | +4.6% | +3.8% |
| 30D | +4.1% | -1.3% | +5.4% | +4.1% |
| 3M | +8.5% | -2.5% | +11.0% | +8.6% |
| 6M | +14.6% | +20.8% | -6.2% | +8.4% |
| YTD | +24.4% | +48.2% | -23.8% | +11.4% |
| 1Y | +44.2% | +45.7% | -1.5% | +29.7% |
| 3Y | -1.4% | +96.6% | -98.0% | -19.5% |
| 5Y | +8.8% | +106.6% | -97.8% | -14.3% |
| 10Y | +268.4% | +132.6% | +135.8% | +169.3% |
| All | +483.4% | +330.5% | +152.9% | +276.3% |
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