+60.1%
EMB vs ARMK
+350.8%
-290.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -0.3% | 0.0% | -0.3% | -0.4% |
| 3M | -0.4% | +6.7% | -7.1% | -1.2% |
| 6M | +0.1% | +38.8% | -38.7% | -3.5% |
| YTD | +1.6% | +55.2% | -53.6% | -3.3% |
| 1Y | +5.6% | +46.6% | -41.0% | +1.1% |
| 3Y | +29.8% | +112.9% | -83.1% | +18.5% |
| 5Y | +7.3% | +144.0% | -136.7% | -4.3% |
| 10Y | +30.4% | +132.4% | -102.0% | +11.1% |
| All | +60.1% | +350.8% | -290.7% | +34.5% |
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