+237.8%
EWY vs ARMK
+130.7%
+107.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.4% |
| 7D | -2.8% | +2.8% | -5.6% | -3.4% |
| 30D | -13.1% | -1.8% | -11.3% | -12.5% |
| 3M | -11.6% | -10.9% | -0.7% | -8.7% |
| 6M | -23.4% | +21.2% | -44.6% | -27.2% |
| YTD | +52.0% | +47.0% | +5.0% | +37.3% |
| 1Y | +58.6% | +42.9% | +15.7% | +44.2% |
| 3Y | +163.3% | +95.0% | +68.3% | +117.7% |
| 5Y | +108.7% | +106.2% | +2.4% | +67.8% |
| 10Y | +237.8% | +131.6% | +106.2% | +182.3% |
| All | +237.8% | +130.7% | +107.1% | +182.3% |
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 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