+221.9%
ESI vs ARMK
+350.8%
-128.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.4% |
| 7D | +3.3% | -2.4% | +5.7% | +4.5% |
| 30D | -5.9% | 0.0% | -5.9% | -6.1% |
| 3M | -14.1% | +6.7% | -20.7% | -16.9% |
| 6M | +6.6% | +38.8% | -32.2% | -9.7% |
| YTD | +45.0% | +55.2% | -10.2% | +16.3% |
| 1Y | +41.5% | +46.6% | -5.2% | +16.4% |
| 3Y | +78.8% | +112.9% | -34.1% | +20.1% |
| 5Y | +70.9% | +144.0% | -73.1% | +6.6% |
| 10Y | +317.1% | +132.4% | +184.7% | +148.5% |
| All | +221.9% | +350.8% | -128.9% | +75.1% |
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 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