+372.7%
ETR vs ARMK
+131.4%
+241.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | +2.7% | -1.5% | +0.6% |
| 30D | +7.0% | -1.5% | +8.5% | +7.1% |
| 3M | +4.6% | -11.6% | +16.2% | +7.0% |
| 6M | +0.1% | +6.7% | -6.6% | -1.6% |
| YTD | +23.2% | +47.4% | -24.2% | +12.8% |
| 1Y | +20.6% | +41.5% | -20.9% | +11.3% |
| 3Y | +156.3% | +95.5% | +60.7% | +118.0% |
| 5Y | +159.6% | +108.4% | +51.3% | +114.4% |
| All | +372.7% | +131.4% | +241.4% | +271.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling