+39.5%
EXC vs ARMK
+106.6%
-67.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.9% | +7.1% | -9.1% | -2.8% |
| 30D | +7.8% | -1.6% | +9.4% | +7.8% |
| 3M | +1.9% | -10.5% | +12.4% | +3.3% |
| 6M | +3.4% | +11.8% | -8.4% | +1.5% |
| YTD | +7.6% | +47.3% | -39.7% | +1.0% |
| 1Y | +2.1% | +41.5% | -39.4% | -3.6% |
| 3Y | +29.6% | +95.3% | -65.7% | +13.0% |
| 5Y | +39.5% | +108.1% | -68.6% | +17.3% |
| All | +39.5% | +106.6% | -67.1% | +17.3% |
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 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