+133.0%
EOG vs ARMK
+131.1%
+1.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +7.4% | +7.1% | +0.3% | +4.5% |
| 30D | +2.3% | -1.6% | +3.9% | +2.7% |
| 3M | +9.5% | -10.5% | +20.0% | +13.7% |
| 6M | +17.7% | +11.8% | +5.9% | +11.4% |
| YTD | +52.9% | +47.3% | +5.7% | +28.3% |
| 1Y | +47.7% | +41.5% | +6.2% | +25.7% |
| 3Y | +41.1% | +95.3% | -54.2% | +1.8% |
| 5Y | +108.2% | +108.1% | +0.1% | +41.1% |
| All | +133.0% | +131.1% | +1.9% | +56.7% |
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