+30.7%
EWZ vs ARMK
+317.2%
-286.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 6M | -19.1% | +15.3% | -34.3% | -24.0% |
| YTD | +1.6% | +43.6% | -42.0% | -12.0% |
| 1Y | +4.3% | +42.1% | -37.8% | -9.5% |
| 3Y | +19.0% | +94.0% | -75.0% | -10.1% |
| 5Y | +57.7% | +96.3% | -38.6% | +15.8% |
| 10Y | +51.3% | +126.7% | -75.3% | -0.6% |
| All | +30.7% | +317.2% | -286.5% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling