+122.4%
ARMK vs EXPD
+304.0%
-181.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.7% | +5.4% |
| 7D | -2.6% | -7.2% | +4.5% | +0.3% |
| 30D | -5.2% | -3.3% | -1.9% | -3.9% |
| 3M | -6.5% | +3.4% | -9.9% | -7.9% |
| 6M | +15.3% | +22.7% | -7.4% | +5.5% |
| YTD | +43.6% | +24.5% | +19.1% | +29.5% |
| 1Y | +42.1% | +38.6% | +3.4% | +22.2% |
| 3Y | +94.0% | +71.5% | +22.5% | +47.3% |
| 5Y | +96.3% | +56.2% | +40.0% | +51.9% |
| All | +122.4% | +304.0% | -181.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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