+177.8%
ETN vs ARMK
+146.8%
+30.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | -6.7% | +2.4% | -9.0% | -7.6% |
| 3M | +3.6% | +6.1% | -2.4% | +1.2% |
| 6M | +18.3% | +41.8% | -23.4% | +2.5% |
| YTD | +31.5% | +55.5% | -24.1% | +9.4% |
| 1Y | +20.6% | +49.6% | -29.0% | +1.7% |
| 3Y | +82.5% | +122.8% | -40.2% | +30.0% |
| 5Y | +177.8% | +151.0% | +26.8% | +83.4% |
| All | +177.8% | +146.8% | +30.9% | +83.4% |
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 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