+4.4%
EXC vs ARMK
+47.4%
-43.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | +0.3% | -2.4% | +2.7% | +0.3% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | -1.3% | +6.7% | -7.9% | -0.9% |
| 6M | -9.7% | +38.8% | -48.5% | -8.3% |
| YTD | +2.9% | +55.2% | -52.3% | +4.1% |
| 1Y | +4.4% | +46.6% | -42.2% | +6.3% |
| All | +4.4% | +47.4% | -43.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded ARMK 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling