+122.4%
ARMK vs EXR
+221.5%
-99.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.7% |
| 7D | -2.6% | +5.2% | -7.8% | -4.5% |
| 30D | -5.2% | +20.9% | -26.1% | -11.7% |
| 3M | -6.5% | +7.7% | -14.2% | -9.2% |
| 6M | +15.3% | +13.2% | +2.1% | +9.6% |
| YTD | +43.6% | +26.5% | +17.1% | +30.6% |
| 1Y | +42.1% | +27.2% | +14.9% | +28.9% |
| 3Y | +94.0% | +71.5% | +22.5% | +51.0% |
| 5Y | +96.3% | +0.4% | +95.9% | +86.6% |
| All | +122.4% | +221.5% | -99.1% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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