+452.3%
EWT vs ARMK
+131.4%
+320.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +9.1% | +2.7% | +6.5% | +8.5% |
| 30D | -12.2% | -1.5% | -10.7% | -11.9% |
| 3M | -9.4% | -11.6% | +2.1% | -7.0% |
| 6M | +2.7% | +6.7% | -4.1% | +1.2% |
| YTD | +53.3% | +47.4% | +5.9% | +40.9% |
| 1Y | +59.2% | +41.5% | +17.7% | +47.5% |
| 3Y | +157.1% | +95.5% | +61.6% | +120.7% |
| 5Y | +119.6% | +108.4% | +11.2% | +84.1% |
| All | +452.3% | +131.4% | +320.9% | +376.9% |
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