+169.6%
ET vs ARMK
+334.6%
-165.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.8% |
| 7D | -4.4% | +0.9% | -5.4% | -4.9% |
| 30D | -4.8% | -0.4% | -4.4% | -4.9% |
| 3M | -3.4% | -2.0% | -1.5% | -3.3% |
| 6M | +2.2% | +22.0% | -19.8% | -6.8% |
| YTD | +24.2% | +49.6% | -25.4% | +3.3% |
| 1Y | +24.5% | +46.4% | -21.9% | +4.3% |
| 3Y | +83.6% | +103.2% | -19.6% | +29.7% |
| 5Y | +203.4% | +108.1% | +95.3% | +105.3% |
| 10Y | +166.5% | +129.4% | +37.1% | +51.9% |
| All | +169.6% | +334.6% | -165.0% | +29.5% |
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