+119.1%
EOG vs ARMK
+134.7%
-15.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +3.4% | +2.4% | +1.0% | +2.1% |
| 3M | +7.8% | +6.1% | +1.8% | +4.9% |
| 6M | +13.4% | +41.8% | -28.4% | -2.6% |
| YTD | +43.5% | +55.5% | -12.1% | +18.3% |
| 1Y | +29.7% | +49.6% | -19.9% | +8.3% |
| 3Y | +23.2% | +122.8% | -99.6% | -15.8% |
| 5Y | +176.4% | +151.0% | +25.4% | +72.9% |
| 10Y | +119.1% | +138.0% | -18.8% | +46.4% |
| All | +119.1% | +134.7% | -15.6% | +46.4% |
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 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