+24.5%
EW vs ARMK
+46.1%
-21.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.6% |
| 7D | +12.3% | +0.9% | +11.4% | +11.9% |
| 30D | +22.9% | -0.4% | +23.2% | +22.7% |
| 3M | +16.7% | -2.0% | +18.7% | +16.5% |
| 6M | +31.0% | +22.0% | +9.0% | +20.0% |
| YTD | +22.8% | +49.6% | -26.8% | +6.3% |
| All | +24.5% | +46.1% | -21.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling