+43.8%
EXC vs ARMK
+96.3%
-52.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -2.5% |
| 7D | -1.2% | -2.6% | +1.5% | -0.9% |
| 30D | +10.0% | -5.2% | +15.2% | +10.6% |
| 3M | +1.6% | -6.5% | +8.1% | +2.3% |
| 6M | +3.3% | +15.3% | -12.0% | +0.9% |
| YTD | +7.6% | +43.6% | -36.0% | +1.3% |
| 1Y | +3.5% | +42.1% | -38.6% | -2.4% |
| 3Y | +27.7% | +94.0% | -66.3% | +11.3% |
| All | +43.8% | +96.3% | -52.5% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling