+197.7%
EXC vs ARMK
+125.8%
+71.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +9.0% | -1.3% | +10.3% | +9.1% |
| 3M | +3.3% | -2.5% | +5.8% | +3.4% |
| 6M | +5.7% | +20.8% | -15.1% | +1.1% |
| YTD | +7.3% | +48.2% | -40.8% | -2.0% |
| 1Y | +2.9% | +45.7% | -42.8% | -5.8% |
| 3Y | +29.3% | +96.6% | -67.2% | +8.8% |
| 5Y | +40.1% | +106.6% | -66.5% | +14.5% |
| 10Y | +197.7% | +132.6% | +65.1% | +136.9% |
| All | +197.7% | +125.8% | +71.9% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling