+1,344.7%
EME vs ARMK
+146.1%
+1,198.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +3.1% |
| 7D | +3.5% | +3.1% | +0.4% | +2.3% |
| 30D | -6.3% | -2.8% | -3.5% | -5.3% |
| 3M | -3.8% | +7.6% | -11.3% | -6.6% |
| 6M | +8.5% | +47.9% | -39.4% | -7.1% |
| YTD | +27.8% | +60.0% | -32.2% | +5.8% |
| 1Y | +22.2% | +52.2% | -30.0% | +2.9% |
| 3Y | +253.5% | +131.4% | +122.1% | +148.9% |
| 5Y | +578.6% | +163.2% | +415.4% | +345.1% |
| All | +1,344.7% | +146.1% | +1,198.6% | +886.4% |
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