+83.2%
ES vs ARMK
+131.6%
-48.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +1.7% | +6.7% | -5.0% | +0.7% |
| 6M | -3.5% | +38.8% | -42.4% | -7.9% |
| YTD | +7.9% | +55.2% | -47.3% | +1.4% |
| 1Y | +17.2% | +46.6% | -29.5% | +10.9% |
| 3Y | +29.3% | +112.9% | -83.6% | +15.9% |
| 5Y | -5.7% | +144.0% | -149.7% | -17.4% |
| All | +83.2% | +131.6% | -48.3% | +77.2% |
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