+502.7%
ETR vs ARMK
+330.5%
+172.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +2.6% | -0.7% | +3.3% | +2.6% |
| 30D | +8.7% | -1.3% | +10.0% | +8.8% |
| 3M | +6.4% | -2.5% | +8.8% | +6.6% |
| 6M | +0.7% | +20.8% | -20.1% | -3.5% |
| YTD | +23.0% | +48.2% | -25.1% | +12.8% |
| 1Y | +17.9% | +45.7% | -27.8% | +8.4% |
| 3Y | +154.9% | +96.6% | +58.4% | +117.6% |
| 5Y | +157.3% | +106.6% | +50.7% | +114.0% |
| 10Y | +373.4% | +132.6% | +240.8% | +265.8% |
| All | +502.7% | +330.5% | +172.2% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling