-28.7%
ETHA vs ARMK
+77.8%
-106.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.3% |
| 7D | +2.7% | +1.7% | +1.0% | +1.8% |
| 30D | +29.4% | +3.1% | +26.3% | +26.4% |
| 3M | +47.2% | +9.2% | +37.9% | +38.6% |
| 6M | +25.4% | +43.7% | -18.3% | -2.0% |
| YTD | -16.5% | +57.4% | -73.9% | -39.5% |
| 1Y | -42.3% | +51.9% | -94.2% | -57.2% |
| All | -28.7% | +77.8% | -106.4% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling