+85.6%
ES vs ARMK
+131.1%
-45.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.3% |
| 30D | +5.7% | -0.4% | +6.1% | +5.6% |
| 3M | -2.8% | -2.0% | -0.8% | -2.8% |
| 6M | +7.0% | +22.0% | -15.0% | +3.8% |
| YTD | +6.8% | +49.6% | -42.8% | +0.8% |
| 1Y | -0.5% | +46.4% | -46.8% | -5.9% |
| 3Y | +47.2% | +103.2% | -56.0% | +32.7% |
| 5Y | +2.3% | +108.1% | -105.9% | -8.8% |
| 10Y | +85.6% | +129.4% | -43.8% | +76.0% |
| All | +85.6% | +131.1% | -45.5% | +76.0% |
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