+158.3%
EOG vs ARMK
+350.8%
-192.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | +1.3% | -2.4% | +3.7% | +2.2% |
| 30D | +8.2% | 0.0% | +8.1% | +7.8% |
| 3M | +3.8% | +6.7% | -2.8% | +0.8% |
| 6M | +15.3% | +38.8% | -23.5% | +0.2% |
| YTD | +41.7% | +55.2% | -13.5% | +17.4% |
| 1Y | +23.6% | +46.6% | -23.1% | +4.4% |
| 3Y | +23.3% | +112.9% | -89.6% | -13.4% |
| 5Y | +170.4% | +144.0% | +26.5% | +73.5% |
| 10Y | +125.5% | +132.4% | -6.9% | +41.3% |
| All | +158.3% | +350.8% | -192.5% | +43.2% |
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