+775.4%
EW vs ARMK
+350.8%
+424.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | +2.8% | +6.7% | -3.9% | +0.8% |
| 6M | +5.5% | +38.8% | -33.3% | -3.9% |
| YTD | +5.5% | +55.2% | -49.7% | -6.9% |
| 1Y | +11.0% | +46.6% | -35.6% | -0.6% |
| 3Y | +17.7% | +112.9% | -95.2% | -6.4% |
| 5Y | -25.7% | +144.0% | -169.7% | -44.0% |
| 10Y | +132.8% | +132.4% | +0.4% | +74.0% |
| All | +775.4% | +350.8% | +424.5% | +466.9% |
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 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