+122.5%
ENB vs ARMK
+317.2%
-194.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -3.6% |
| 7D | -5.2% | -2.6% | -2.6% | -4.6% |
| 30D | +2.2% | -5.2% | +7.4% | +3.4% |
| 3M | -8.1% | -6.5% | -1.5% | -6.9% |
| 6M | -11.2% | +15.3% | -26.4% | -14.9% |
| YTD | +2.0% | +43.6% | -41.6% | -8.1% |
| 1Y | +4.1% | +42.1% | -38.0% | -6.1% |
| 3Y | +64.7% | +94.0% | -29.3% | +33.9% |
| 5Y | +46.6% | +96.3% | -49.7% | +16.6% |
| 10Y | +102.7% | +126.7% | -24.0% | +44.1% |
| All | +122.5% | +317.2% | -194.7% | +44.4% |
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