+51.9%
ARMK vs EXEL
+52.8%
-0.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +3.1% | +6.7% | -3.5% | +2.5% |
| 3M | +9.2% | +11.5% | -2.2% | +8.0% |
| 6M | +43.7% | +38.8% | +4.9% | +38.4% |
| YTD | +57.4% | +31.6% | +25.8% | +51.9% |
| 1Y | +51.9% | +53.0% | -1.2% | +43.3% |
| All | +51.9% | +52.8% | -0.9% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling