+29.8%
EWZ vs ARMK
+299.4%
-269.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.2% |
| 7D | -4.2% | -10.2% | +6.0% | -0.7% |
| 30D | -26.1% | -9.3% | -16.9% | -24.0% |
| 3M | -12.0% | -11.4% | -0.7% | -9.1% |
| 6M | -19.3% | +11.6% | -30.9% | -23.4% |
| YTD | +0.9% | +37.5% | -36.6% | -11.3% |
| 1Y | +3.4% | +34.9% | -31.5% | -8.7% |
| 3Y | +18.6% | +83.4% | -64.8% | -8.6% |
| 5Y | +56.6% | +87.9% | -31.3% | +16.8% |
| 10Y | +50.3% | +117.0% | -66.7% | +0.2% |
| All | +29.8% | +299.4% | -269.6% | -23.7% |
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 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