+165.9%
EOG vs ARMK
+334.6%
-168.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.7% |
| 7D | -6.0% | +0.9% | -6.9% | -6.4% |
| 30D | +0.9% | -0.4% | +1.2% | +0.7% |
| 3M | +10.9% | -2.0% | +12.9% | +11.0% |
| 6M | +15.8% | +22.0% | -6.2% | +5.9% |
| YTD | +45.8% | +49.6% | -3.8% | +22.1% |
| 1Y | +45.3% | +46.4% | -1.1% | +22.5% |
| 3Y | +36.2% | +103.2% | -67.1% | -2.6% |
| 5Y | +94.0% | +108.1% | -14.2% | +33.0% |
| 10Y | +120.5% | +129.4% | -8.9% | +38.6% |
| All | +165.9% | +334.6% | -168.8% | +49.0% |
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 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