+249.6%
EME vs ARMK
+125.3%
+124.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | +5.2% | +1.7% | +3.5% | +4.5% |
| 30D | -5.4% | +3.1% | -8.5% | -6.4% |
| 3M | -6.1% | +9.2% | -15.3% | -9.1% |
| 6M | +9.7% | +43.7% | -34.0% | -4.0% |
| YTD | +26.6% | +57.4% | -30.8% | +6.8% |
| 1Y | +24.6% | +51.9% | -27.2% | +6.4% |
| 3Y | +249.6% | +125.4% | +124.2% | +158.5% |
| All | +249.6% | +125.3% | +124.3% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling