+1,909.9%
EME vs ARMK
+350.8%
+1,559.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +1.9% | -2.4% | +4.3% | +2.8% |
| 30D | -8.3% | 0.0% | -8.3% | -8.4% |
| 3M | -10.7% | +6.7% | -17.4% | -13.1% |
| 6M | +1.9% | +38.8% | -36.9% | -10.5% |
| YTD | +23.5% | +55.2% | -31.7% | +3.6% |
| 1Y | +18.0% | +46.6% | -28.6% | +0.9% |
| 3Y | +236.1% | +112.9% | +123.2% | +145.0% |
| 5Y | +527.9% | +144.0% | +383.9% | +325.5% |
| 10Y | +1,252.8% | +132.4% | +1,120.4% | +807.5% |
| All | +1,909.9% | +350.8% | +1,559.1% | +1,086.3% |
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