+290.8%
EWY vs ARMK
+138.5%
+152.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +9.3% | -5.9% | +15.2% | +11.1% |
| 3M | +2.4% | +6.7% | -4.3% | +0.6% |
| 6M | +40.3% | +42.5% | -2.3% | +27.5% |
| YTD | +88.0% | +55.1% | +32.9% | +67.0% |
| 1Y | +143.8% | +50.3% | +93.5% | +117.8% |
| 3Y | +217.8% | +122.2% | +95.6% | +152.8% |
| 5Y | +142.7% | +155.2% | -12.4% | +84.4% |
| All | +290.8% | +138.5% | +152.3% | +223.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling