+238.8%
EQX vs ARMK
+210.3%
+28.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.1% |
| 7D | -3.2% | +3.1% | -6.3% | -3.7% |
| 30D | +7.8% | -2.8% | +10.6% | +8.3% |
| 3M | +21.3% | +7.6% | +13.8% | +19.7% |
| 6M | -22.4% | +47.9% | -70.3% | -27.5% |
| YTD | -11.3% | +60.0% | -71.3% | -18.2% |
| 1Y | +13.5% | +52.2% | -38.7% | +5.4% |
| 3Y | +162.1% | +131.4% | +30.7% | +125.8% |
| 5Y | +84.2% | +163.2% | -79.0% | +55.8% |
| All | +238.8% | +210.3% | +28.5% | +274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling