+267.8%
EMR vs ARMK
+136.6%
+131.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | +3.1% | +1.7% | +1.4% | +2.4% |
| 30D | -3.5% | +3.1% | -6.7% | -4.8% |
| 3M | +9.8% | +9.2% | +0.5% | +5.8% |
| 6M | +10.8% | +43.7% | -32.9% | -4.7% |
| YTD | +15.9% | +57.4% | -41.4% | -3.9% |
| 1Y | +16.4% | +51.9% | -35.4% | -2.3% |
| 3Y | +62.1% | +125.4% | -63.3% | +14.3% |
| 5Y | +62.9% | +149.1% | -86.2% | +7.5% |
| 10Y | +267.8% | +135.4% | +132.3% | +138.2% |
| All | +267.8% | +136.6% | +131.1% | +138.2% |
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