+135.4%
ARMK vs EXEL
+380.2%
-244.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +3.1% | +6.7% | -3.5% | +2.0% |
| 3M | +9.2% | +11.5% | -2.2% | +7.1% |
| 6M | +43.7% | +38.8% | +4.9% | +35.7% |
| YTD | +57.4% | +31.6% | +25.8% | +49.6% |
| 1Y | +51.9% | +53.0% | -1.2% | +40.3% |
| 3Y | +125.4% | +160.8% | -35.4% | +85.9% |
| 5Y | +149.1% | +190.1% | -41.0% | +98.8% |
| 10Y | +135.4% | +367.0% | -231.5% | +83.5% |
| All | +135.4% | +380.2% | -244.7% | +83.5% |
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