+61.9%
EOSE vs ARMK
+96.6%
-34.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +9.8% | +2.7% | +7.1% | +8.4% |
| 30D | -2.1% | -1.5% | -0.6% | -1.7% |
| 3M | -54.1% | -11.6% | -42.5% | -51.2% |
| 6M | -76.9% | +6.7% | -83.7% | -77.8% |
| YTD | -83.3% | +47.4% | -130.8% | -86.9% |
| 1Y | -87.4% | +41.5% | -128.9% | -89.8% |
| 3Y | +61.9% | +95.5% | -33.7% | -9.1% |
| All | +61.9% | +96.6% | -34.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling