+220.7%
EMR vs ARMK
+350.8%
-130.2%
-50.8%
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 | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | -5.6% | 0.0% | -5.6% | -5.7% |
| 3M | +7.9% | +6.7% | +1.3% | +5.1% |
| 6M | +6.0% | +38.8% | -32.8% | -7.2% |
| YTD | +16.4% | +55.2% | -38.7% | -2.5% |
| 1Y | +16.6% | +46.6% | -30.0% | -0.3% |
| 3Y | +62.9% | +112.9% | -50.0% | +18.5% |
| 5Y | +60.1% | +144.0% | -83.9% | +7.7% |
| 10Y | +268.8% | +132.4% | +136.3% | +129.8% |
| All | +220.7% | +350.8% | -130.2% | +76.8% |
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