+108.3%
ARMK vs EXEL
+281.2%
-172.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -1.5% | +13.1% | -14.6% | -3.3% |
| 3M | -11.6% | +36.3% | -47.9% | -15.8% |
| 6M | +6.7% | +34.5% | -27.8% | +1.5% |
| YTD | +47.4% | +57.4% | -10.0% | +36.1% |
| 1Y | +41.5% | +62.9% | -21.4% | +29.7% |
| 3Y | +95.5% | +229.5% | -134.0% | +48.7% |
| All | +108.3% | +281.2% | -172.9% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling