-8.2%
EW vs ARMK
+106.7%
-114.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +4.9% | +2.7% | +2.2% | +4.1% |
| 30D | +23.9% | -1.5% | +25.4% | +24.2% |
| 3M | +15.8% | -11.6% | +27.3% | +19.8% |
| 6M | +31.7% | +6.7% | +24.9% | +27.8% |
| YTD | +25.7% | +47.4% | -21.7% | +9.7% |
| 1Y | +24.4% | +41.5% | -17.0% | +9.9% |
| 3Y | +65.9% | +95.5% | -29.7% | +27.5% |
| All | -8.2% | +106.7% | -114.9% | -34.3% |
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 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