+230.2%
EWY vs ARMK
+125.3%
+104.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.1% |
| 7D | +8.0% | +1.7% | +6.3% | +7.5% |
| 30D | +14.3% | +3.1% | +11.2% | +13.3% |
| 3M | +2.3% | +9.2% | -6.9% | -0.3% |
| 6M | +49.9% | +43.7% | +6.2% | +35.2% |
| YTD | +95.3% | +57.4% | +38.0% | +72.1% |
| 1Y | +161.7% | +51.9% | +109.9% | +132.0% |
| 3Y | +230.2% | +125.4% | +104.8% | +162.7% |
| All | +230.2% | +125.3% | +104.9% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling