+167.2%
ET vs ARMK
+317.2%
-150.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -1.4% |
| 7D | -7.9% | -2.6% | -5.2% | -6.9% |
| 30D | -5.9% | -5.2% | -0.7% | -4.2% |
| 3M | -5.2% | -6.5% | +1.3% | -3.3% |
| 6M | +0.3% | +15.3% | -15.0% | -6.4% |
| YTD | +23.1% | +43.6% | -20.5% | +4.1% |
| 1Y | +22.7% | +42.1% | -19.3% | +4.0% |
| 3Y | +75.4% | +94.0% | -18.6% | +26.3% |
| 5Y | +202.6% | +96.3% | +106.4% | +109.9% |
| 10Y | +213.0% | +126.7% | +86.3% | +77.7% |
| All | +167.2% | +317.2% | -150.0% | +30.5% |
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