+770.1%
ENTG vs ARMK
+131.1%
+639.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.3% | +7.6% |
| 7D | -7.6% | +0.9% | -8.5% | -7.6% |
| 30D | -15.5% | -0.4% | -15.1% | -14.8% |
| 3M | -7.8% | -2.0% | -5.9% | -6.5% |
| 6M | -5.9% | +22.0% | -27.9% | -13.5% |
| YTD | +66.7% | +49.6% | +17.1% | +41.1% |
| 1Y | +62.1% | +46.4% | +15.7% | +38.4% |
| 3Y | +56.3% | +103.2% | -47.0% | +17.6% |
| 5Y | -3.8% | +108.1% | -111.9% | -28.0% |
| 10Y | +770.1% | +129.4% | +640.6% | +578.0% |
| All | +770.1% | +131.1% | +639.0% | +578.0% |
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