+153.3%
EWY vs ARMK
+146.8%
+6.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | +6.7% | +0.3% | +6.3% | +6.5% |
| 30D | +17.0% | +2.4% | +14.6% | +15.9% |
| 3M | +3.7% | +6.1% | -2.4% | +1.5% |
| 6M | +42.5% | +41.8% | +0.7% | +26.5% |
| YTD | +96.2% | +55.5% | +40.7% | +68.8% |
| 1Y | +160.4% | +49.6% | +110.8% | +126.1% |
| 3Y | +231.7% | +122.8% | +108.9% | +144.2% |
| 5Y | +153.3% | +151.0% | +2.3% | +76.3% |
| All | +153.3% | +146.8% | +6.4% | +76.3% |
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