+302.2%
ARMK vs EXR
+443.0%
-140.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | -2.4% | -2.6% | +0.2% | -1.5% |
| 30D | 0.0% | -7.2% | +7.2% | +2.7% |
| 3M | +6.7% | -3.5% | +10.2% | +7.8% |
| 6M | +38.8% | -5.3% | +44.1% | +40.9% |
| YTD | +55.2% | +9.4% | +45.8% | +49.4% |
| 1Y | +46.6% | +1.3% | +45.3% | +44.7% |
| 3Y | +112.9% | +22.4% | +90.5% | +90.8% |
| 5Y | +144.0% | -12.2% | +156.2% | +143.0% |
| 10Y | +132.4% | +148.6% | -16.2% | +56.8% |
| All | +302.2% | +443.0% | -140.8% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling