+129.4%
ARMK vs EXEL
+445.6%
-316.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.7% |
| 7D | +0.9% | +2.3% | -1.4% | +0.6% |
| 30D | -0.4% | +19.8% | -20.2% | -3.4% |
| 3M | -2.0% | +32.7% | -34.6% | -6.8% |
| 6M | +22.0% | +49.0% | -27.0% | +13.4% |
| YTD | +49.6% | +63.7% | -14.1% | +36.3% |
| 1Y | +46.4% | +75.8% | -29.4% | +31.5% |
| 3Y | +103.2% | +241.3% | -138.1% | +57.3% |
| 5Y | +108.1% | +289.0% | -180.9% | +54.9% |
| 10Y | +129.4% | +377.6% | -248.2% | +63.2% |
| All | +129.4% | +445.6% | -316.1% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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