+29.7%
EMB vs ARMK
+136.6%
-106.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | -0.5% | +3.1% | -3.6% | -0.9% |
| 3M | +0.3% | +9.2% | -8.9% | -0.7% |
| 6M | +1.2% | +43.7% | -42.5% | -3.0% |
| YTD | +1.5% | +57.4% | -55.9% | -3.8% |
| 1Y | +4.8% | +51.9% | -47.1% | -0.3% |
| 3Y | +30.4% | +125.4% | -95.0% | +17.7% |
| 5Y | +7.3% | +149.1% | -141.8% | -5.0% |
| 10Y | +29.7% | +135.4% | -105.7% | +12.3% |
| All | +29.7% | +136.6% | -106.9% | +12.3% |
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 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