+894.5%
EW vs ARMK
+317.2%
+577.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.1% | +0.1% |
| 7D | +11.0% | -2.6% | +13.6% | +11.7% |
| 30D | +19.1% | -5.2% | +24.3% | +20.5% |
| 3M | +14.4% | -6.5% | +20.9% | +15.9% |
| 6M | +22.8% | +15.3% | +7.5% | +17.3% |
| YTD | +19.8% | +43.6% | -23.8% | +7.7% |
| 1Y | +23.9% | +42.1% | -18.2% | +11.6% |
| 3Y | +52.2% | +94.0% | -41.8% | +23.9% |
| 5Y | -13.9% | +96.3% | -110.2% | -31.3% |
| 10Y | +241.9% | +126.7% | +115.2% | +154.9% |
| All | +894.5% | +317.2% | +577.4% | +555.5% |
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 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