+171.2%
ES vs ARMK
+299.4%
-128.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.6% |
| 7D | +5.9% | -10.2% | +16.1% | +7.4% |
| 30D | +10.2% | -9.3% | +19.5% | +11.5% |
| 3M | +0.4% | -11.4% | +11.8% | +1.8% |
| 6M | +6.9% | +11.6% | -4.8% | +4.9% |
| YTD | +10.5% | +37.5% | -27.0% | +5.3% |
| 1Y | +3.2% | +34.9% | -31.7% | -1.4% |
| 3Y | +49.0% | +83.4% | -34.4% | +35.8% |
| 5Y | +4.5% | +87.9% | -83.4% | -5.9% |
| 10Y | +92.3% | +117.0% | -24.7% | +76.3% |
| All | +171.2% | +299.4% | -128.2% | +132.2% |
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 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