+240.7%
EMR vs ARMK
+317.2%
-76.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -1.9% |
| 7D | -1.6% | -2.6% | +1.1% | -0.6% |
| 30D | +2.0% | -5.2% | +7.2% | +3.9% |
| 3M | +3.8% | -6.5% | +10.3% | +6.2% |
| 6M | +10.5% | +15.3% | -4.7% | +3.8% |
| YTD | +23.7% | +43.6% | -19.9% | +6.5% |
| 1Y | +25.4% | +42.1% | -16.6% | +8.4% |
| 3Y | +86.6% | +94.0% | -7.4% | +40.7% |
| 5Y | +83.0% | +96.3% | -13.2% | +34.1% |
| 10Y | +319.5% | +126.7% | +192.8% | +164.6% |
| All | +240.7% | +317.2% | -76.5% | +93.2% |
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 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