+235.5%
EW vs ARMK
+123.7%
+111.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.1% | +0.2% |
| 7D | +11.0% | -2.6% | +13.6% | +11.6% |
| 30D | +19.1% | -5.2% | +24.3% | +20.4% |
| 3M | +14.4% | -6.5% | +20.9% | +15.8% |
| 6M | +22.8% | +15.3% | +7.5% | +17.5% |
| YTD | +19.8% | +43.6% | -23.8% | +8.2% |
| 1Y | +23.9% | +42.1% | -18.2% | +12.2% |
| 3Y | +52.2% | +94.0% | -41.8% | +25.1% |
| 5Y | -13.9% | +96.3% | -110.2% | -30.6% |
| All | +235.5% | +123.7% | +111.8% | +174.9% |
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