+171.4%
EOG vs ARMK
+330.5%
-159.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -2.4% | -0.7% | -1.6% | -2.1% |
| 30D | +2.9% | -1.3% | +4.3% | +3.2% |
| 3M | +7.2% | -2.5% | +9.7% | +7.6% |
| 6M | +18.2% | +20.8% | -2.6% | +8.5% |
| YTD | +48.9% | +48.2% | +0.7% | +25.0% |
| 1Y | +46.7% | +45.7% | +1.0% | +23.9% |
| 3Y | +37.4% | +96.6% | -59.2% | -0.4% |
| 5Y | +103.9% | +106.6% | -2.7% | +40.1% |
| 10Y | +127.0% | +132.6% | -5.6% | +42.1% |
| All | +171.4% | +330.5% | -159.1% | +52.6% |
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