-61.5%
EOSE vs ARMK
+199.9%
-261.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.9% | +11.7% | +11.5% |
| 7D | +19.0% | -2.4% | +21.4% | +20.9% |
| 30D | +1.6% | 0.0% | +1.5% | +1.3% |
| 3M | -52.0% | +6.7% | -58.6% | -54.5% |
| 6M | -42.5% | +38.8% | -81.3% | -55.0% |
| YTD | -66.1% | +55.2% | -121.3% | -76.1% |
| 1Y | -47.1% | +46.6% | -93.8% | -61.0% |
| 3Y | +0.8% | +112.9% | -112.1% | -47.1% |
| 5Y | -71.7% | +144.0% | -215.6% | -85.9% |
| All | -61.5% | +199.9% | -261.4% | -78.7% |
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