+280.6%
EMR vs ARMK
+130.7%
+149.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.0% | +2.8% | -4.8% | -3.1% |
| 30D | +2.8% | -1.8% | +4.6% | +3.4% |
| 3M | +2.0% | -10.9% | +12.8% | +6.5% |
| 6M | +20.7% | +21.2% | -0.5% | +10.9% |
| YTD | +27.3% | +47.0% | -19.7% | +8.2% |
| 1Y | +31.0% | +42.9% | -11.9% | +12.6% |
| 3Y | +103.6% | +95.0% | +8.6% | +52.1% |
| 5Y | +88.6% | +106.2% | -17.7% | +34.4% |
| All | +280.6% | +130.7% | +149.8% | +142.7% |
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