+43.6%
EWZ vs ARMK
+123.7%
-80.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.8% |
| 7D | -1.5% | -2.6% | +1.2% | -0.7% |
| 30D | -24.5% | -5.2% | -19.3% | -23.5% |
| 3M | -10.7% | -6.5% | -4.2% | -9.5% |
| 6M | -19.1% | +15.3% | -34.3% | -23.9% |
| YTD | +1.6% | +43.6% | -42.0% | -11.7% |
| 1Y | +4.3% | +42.1% | -37.8% | -9.2% |
| 3Y | +19.0% | +94.0% | -75.0% | -9.5% |
| 5Y | +57.7% | +96.3% | -38.6% | +16.7% |
| All | +43.6% | +123.7% | -80.1% | +0.1% |
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