+54.7%
EWZ vs ARMK
+350.8%
-296.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +6.5% | -2.4% | +8.9% | +7.4% |
| 30D | +4.8% | 0.0% | +4.8% | +4.5% |
| 3M | +9.9% | +6.7% | +3.2% | +7.1% |
| 6M | +1.9% | +38.8% | -36.9% | -9.8% |
| YTD | +20.3% | +55.2% | -34.9% | +2.0% |
| 1Y | +35.6% | +46.6% | -11.0% | +17.0% |
| 3Y | +43.4% | +112.9% | -69.5% | +5.5% |
| 5Y | +55.9% | +144.0% | -88.0% | +6.2% |
| 10Y | +84.2% | +132.4% | -48.3% | +21.2% |
| All | +54.7% | +350.8% | -296.2% | -12.2% |
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