+144.5%
ARMK vs EXR
-11.8%
+156.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | 0.0% | -7.2% | +7.2% | +2.2% |
| 3M | +6.7% | -3.5% | +10.2% | +7.6% |
| 6M | +38.8% | -5.3% | +44.1% | +40.5% |
| YTD | +55.2% | +9.4% | +45.8% | +50.4% |
| 1Y | +46.6% | +1.3% | +45.3% | +45.0% |
| 3Y | +112.9% | +22.4% | +90.5% | +96.4% |
| All | +144.5% | -11.8% | +156.3% | +157.5% |
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