+306.8%
ESI vs ARMK
+136.6%
+170.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | -0.1% |
| 7D | +5.4% | +1.7% | +3.7% | +4.5% |
| 30D | -4.2% | +3.1% | -7.3% | -5.8% |
| 3M | -9.6% | +9.2% | -18.8% | -13.4% |
| 6M | +18.3% | +43.7% | -25.4% | -0.9% |
| YTD | +45.8% | +57.4% | -11.5% | +17.0% |
| 1Y | +39.2% | +51.9% | -12.7% | +13.3% |
| 3Y | +86.3% | +125.4% | -39.1% | +23.3% |
| 5Y | +76.2% | +149.1% | -72.9% | +10.6% |
| 10Y | +306.8% | +135.4% | +171.3% | +156.1% |
| All | +306.8% | +136.6% | +170.1% | +156.1% |
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 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