-42.1%
ETHA vs ARMK
+66.4%
-108.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -10.3% | +7.1% | -17.4% | -13.6% |
| 30D | -19.7% | -1.6% | -18.0% | -19.2% |
| 3M | +7.2% | -10.5% | +17.7% | +13.1% |
| 6M | -11.9% | +11.8% | -23.7% | -19.3% |
| YTD | -32.3% | +47.3% | -79.6% | -49.4% |
| 1Y | -41.1% | +41.5% | -82.6% | -54.8% |
| All | -42.1% | +66.4% | -108.5% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling