+3.2%
EXC vs ARMK
+46.1%
-42.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.3% |
| 7D | -1.7% | +0.9% | -2.6% | -1.6% |
| 30D | +9.3% | -0.4% | +9.7% | +9.4% |
| 3M | +1.0% | -2.0% | +3.0% | +1.2% |
| 6M | +5.9% | +22.0% | -16.0% | +7.9% |
| YTD | +7.6% | +49.6% | -42.0% | +11.3% |
| All | +3.2% | +46.1% | -42.9% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling