+877.5%
EME vs ARMK
+131.4%
+746.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +8.4% | +2.7% | +5.7% | +7.3% |
| 30D | -11.5% | -1.5% | -10.0% | -10.8% |
| 3M | -20.6% | -11.6% | -9.1% | -16.6% |
| 6M | -28.5% | +6.7% | -35.2% | -30.3% |
| YTD | +8.0% | +47.4% | -39.4% | -7.5% |
| 1Y | +6.8% | +41.5% | -34.7% | -7.3% |
| 3Y | +213.9% | +95.5% | +118.4% | +136.5% |
| 5Y | +414.8% | +108.4% | +306.4% | +270.1% |
| All | +877.5% | +131.4% | +746.1% | +584.9% |
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