+302.2%
ARMK vs EXPD
+421.6%
-119.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | 0.0% | +4.1% | -4.1% | -1.6% |
| 3M | +6.7% | +17.9% | -11.2% | -0.5% |
| 6M | +38.8% | +29.2% | +9.6% | +24.2% |
| YTD | +55.2% | +27.4% | +27.8% | +39.0% |
| 1Y | +46.6% | +56.8% | -10.2% | +19.5% |
| 3Y | +112.9% | +68.0% | +44.9% | +64.7% |
| 5Y | +144.0% | +61.9% | +82.1% | +86.5% |
| 10Y | +132.4% | +316.0% | -183.6% | +18.3% |
| All | +302.2% | +421.6% | -119.4% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling