+116.1%
EWT vs ARMK
+106.4%
+9.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.7% | -0.7% | -2.9% | -3.3% |
| 30D | -17.2% | -1.3% | -15.9% | -16.7% |
| 3M | -7.3% | -2.5% | -4.9% | -6.7% |
| 6M | -1.5% | +20.8% | -22.3% | -7.6% |
| YTD | +49.0% | +48.2% | +0.8% | +30.7% |
| 1Y | +50.6% | +45.7% | +4.9% | +32.7% |
| 3Y | +148.9% | +96.6% | +52.3% | +93.6% |
| 5Y | +116.1% | +106.6% | +9.5% | +56.3% |
| All | +116.1% | +106.4% | +9.7% | +56.3% |
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