-87.4%
EOSE vs ARMK
+41.8%
-129.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +9.8% | +2.7% | +7.1% | +9.2% |
| 30D | -2.1% | -1.5% | -0.6% | -1.8% |
| 3M | -54.1% | -11.6% | -42.5% | -53.0% |
| 6M | -76.9% | +6.7% | -83.7% | -77.0% |
| YTD | -83.3% | +47.4% | -130.8% | -83.7% |
| 1Y | -87.4% | +41.5% | -128.9% | -87.4% |
| All | -87.4% | +41.8% | -129.3% | -87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling