+172.1%
EXC vs ARMK
+123.7%
+48.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -2.8% |
| 7D | -1.2% | -2.6% | +1.5% | -0.7% |
| 30D | +10.0% | -5.2% | +15.2% | +10.9% |
| 3M | +1.6% | -6.5% | +8.1% | +2.7% |
| 6M | +3.3% | +15.3% | -12.0% | -0.3% |
| YTD | +7.6% | +43.6% | -36.0% | -1.2% |
| 1Y | +3.5% | +42.1% | -38.6% | -4.8% |
| 3Y | +27.7% | +94.0% | -66.3% | +7.6% |
| 5Y | +41.1% | +96.3% | -55.1% | +16.5% |
| All | +172.1% | +123.7% | +48.4% | +116.2% |
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