+107.8%
ARMK vs EXR
-1.5%
+109.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +2.8% | -1.1% | +3.9% | +3.1% |
| 30D | -1.8% | +18.8% | -20.5% | -6.7% |
| 3M | -10.9% | +9.9% | -20.8% | -13.4% |
| 6M | +21.2% | +12.6% | +8.6% | +16.6% |
| YTD | +47.0% | +26.5% | +20.5% | +36.3% |
| 1Y | +42.9% | +24.5% | +18.4% | +33.0% |
| 3Y | +95.0% | +52.4% | +42.6% | +67.2% |
| All | +107.8% | -1.5% | +109.3% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling