+194.7%
ESI vs ARMK
+334.6%
-140.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.1% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -9.3% | -0.4% | -8.9% | -8.8% |
| 3M | -12.8% | -2.0% | -10.8% | -12.0% |
| 6M | -24.6% | +22.0% | -46.6% | -31.9% |
| YTD | +32.7% | +49.6% | -16.9% | +8.6% |
| 1Y | +20.3% | +46.4% | -26.1% | -0.5% |
| 3Y | +80.2% | +103.2% | -23.0% | +24.3% |
| 5Y | +40.0% | +108.1% | -68.2% | -5.5% |
| 10Y | +310.8% | +129.4% | +181.3% | +146.2% |
| All | +194.7% | +334.6% | -140.0% | +63.5% |
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