+96.5%
ENB vs ARMK
+136.6%
-40.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -0.5% | +1.7% | -2.2% | -0.9% |
| 30D | -0.2% | +3.1% | -3.3% | -1.1% |
| 3M | -7.5% | +9.2% | -16.7% | -9.7% |
| 6M | -4.1% | +43.7% | -47.8% | -13.0% |
| YTD | +9.8% | +57.4% | -47.6% | -3.0% |
| 1Y | +8.7% | +51.9% | -43.2% | -3.3% |
| 3Y | +79.0% | +125.4% | -46.4% | +40.3% |
| 5Y | +69.1% | +149.1% | -80.0% | +26.5% |
| 10Y | +96.5% | +135.4% | -39.0% | +44.3% |
| All | +96.5% | +136.6% | -40.1% | +44.3% |
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