+45.6%
EOSE vs ARMK
+120.6%
-74.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.7% |
| 7D | +14.0% | -0.9% | +14.9% | +14.6% |
| 30D | -5.9% | -5.9% | +0.1% | -2.9% |
| 3M | -34.3% | +6.7% | -41.0% | -36.7% |
| 6M | -37.8% | +42.5% | -80.3% | -48.6% |
| YTD | -65.2% | +55.1% | -120.3% | -73.1% |
| 1Y | -41.9% | +50.3% | -92.2% | -54.1% |
| All | +45.6% | +120.6% | -74.9% | -18.4% |
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 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