+25.7%
ET vs ARMK
+42.9%
-17.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | +7.1% | -4.1% | +3.0% |
| 30D | -3.5% | -1.6% | -1.8% | -3.5% |
| 3M | -5.6% | -10.5% | +4.9% | -6.0% |
| 6M | +0.5% | +11.8% | -11.3% | +1.1% |
| YTD | +26.3% | +47.3% | -20.9% | +31.3% |
| 1Y | +25.7% | +41.5% | -15.8% | +29.9% |
| All | +25.7% | +42.9% | -17.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling