+27.8%
EQT vs ARMK
+357.2%
-329.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.2% |
| 30D | +6.6% | +3.1% | +3.5% | +5.8% |
| 3M | +4.4% | +9.2% | -4.9% | +2.1% |
| 6M | -10.5% | +43.7% | -54.2% | -18.0% |
| YTD | +3.7% | +57.4% | -53.6% | -7.2% |
| 1Y | +9.9% | +51.9% | -42.0% | -1.0% |
| 3Y | +35.4% | +125.4% | -90.0% | +9.8% |
| 5Y | +189.2% | +149.1% | +40.1% | +128.7% |
| 10Y | +50.7% | +135.4% | -84.8% | +23.4% |
| All | +27.8% | +357.2% | -329.4% | -3.1% |
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 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