+1,621.0%
EME vs ARMK
+330.5%
+1,290.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -8.8% | -0.7% | -8.1% | -8.3% |
| 30D | -18.2% | -1.3% | -16.9% | -17.6% |
| 3M | -20.2% | -2.5% | -17.7% | -19.4% |
| 6M | -29.9% | +20.8% | -50.7% | -34.9% |
| YTD | +5.7% | +48.2% | -42.5% | -9.5% |
| 1Y | -1.5% | +45.7% | -47.2% | -15.2% |
| 3Y | +208.4% | +96.6% | +111.9% | +132.7% |
| 5Y | +401.9% | +106.6% | +295.3% | +263.5% |
| 10Y | +914.2% | +132.6% | +781.7% | +583.3% |
| All | +1,621.0% | +330.5% | +1,290.4% | +936.4% |
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 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