+94.0%
ARMK vs EXEL
+231.1%
-137.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.3% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | -5.2% | +19.0% | -24.2% | -6.7% |
| 3M | -6.5% | +33.3% | -39.8% | -9.0% |
| 6M | +15.3% | +42.9% | -27.6% | +11.2% |
| YTD | +43.6% | +58.7% | -15.1% | +36.7% |
| 1Y | +42.1% | +70.5% | -28.5% | +34.2% |
| 3Y | +94.0% | +233.8% | -139.8% | +69.7% |
| All | +94.0% | +231.1% | -137.1% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling