+75.7%
ESI vs ARMK
+144.6%
-68.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.4% |
| 7D | +3.3% | -2.4% | +5.7% | +4.6% |
| 30D | -5.9% | 0.0% | -5.9% | -6.1% |
| 3M | -14.1% | +6.7% | -20.7% | -17.3% |
| 6M | +6.6% | +38.8% | -32.2% | -11.9% |
| YTD | +45.0% | +55.2% | -10.2% | +12.5% |
| 1Y | +41.5% | +46.6% | -5.2% | +13.0% |
| 3Y | +78.8% | +112.9% | -34.1% | +10.8% |
| All | +75.7% | +144.6% | -68.9% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling