+1,162.6%
ENTG vs ARMK
+317.2%
+845.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +0.7% |
| 7D | -17.1% | -2.6% | -14.5% | -16.0% |
| 30D | -23.0% | -5.2% | -17.8% | -20.8% |
| 3M | -10.2% | -6.5% | -3.7% | -7.3% |
| 6M | -17.8% | +15.3% | -33.0% | -22.5% |
| YTD | +52.4% | +43.6% | +8.8% | +31.6% |
| 1Y | +49.8% | +42.1% | +7.7% | +29.9% |
| 3Y | +42.1% | +94.0% | -51.9% | +9.7% |
| 5Y | -10.2% | +96.3% | -106.5% | -30.8% |
| 10Y | +756.0% | +126.7% | +629.3% | +540.0% |
| All | +1,162.6% | +317.2% | +845.4% | +745.4% |
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