+549.2%
EME vs ARMK
+146.8%
+402.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -6.8% | +2.4% | -9.2% | -7.8% |
| 3M | -8.8% | +6.1% | -14.9% | -11.1% |
| 6M | +5.0% | +41.8% | -36.8% | -9.1% |
| YTD | +23.5% | +55.5% | -32.0% | +2.6% |
| 1Y | +21.3% | +49.6% | -28.3% | +2.1% |
| 3Y | +241.1% | +122.8% | +118.3% | +137.8% |
| 5Y | +549.2% | +151.0% | +398.2% | +308.4% |
| All | +549.2% | +146.8% | +402.3% | +308.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling