-24.8%
ETHA vs ARMK
+41.1%
-66.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +6.2% |
| 7D | +2.1% | -5.8% | +7.9% | +2.9% |
| 30D | -10.7% | -5.3% | -5.4% | -10.0% |
| 3M | +29.0% | -6.7% | +35.7% | +29.6% |
| 6M | +2.7% | +17.4% | -14.7% | -1.6% |
| YTD | -18.7% | +43.0% | -61.7% | -24.9% |
| 1Y | -24.8% | +40.3% | -65.2% | -30.9% |
| All | -24.8% | +41.1% | -66.0% | -30.9% |
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