+159.4%
ET vs ARMK
+136.6%
+22.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +0.4% | +1.7% | -1.3% | -0.2% |
| 30D | +6.9% | +3.1% | +3.7% | +5.4% |
| 3M | +13.1% | +9.2% | +3.9% | +9.0% |
| 6M | +18.7% | +43.7% | -25.0% | +2.4% |
| YTD | +37.4% | +57.4% | -19.9% | +14.0% |
| 1Y | +34.8% | +51.9% | -17.0% | +12.9% |
| 3Y | +96.8% | +125.4% | -28.6% | +36.8% |
| 5Y | +238.2% | +149.1% | +89.1% | +118.4% |
| 10Y | +159.4% | +135.4% | +24.0% | +54.1% |
| All | +159.4% | +136.6% | +22.8% | +54.1% |
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