+245.9%
EXC vs ARMK
+350.8%
-104.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | -3.7% | 0.0% | -3.7% | -3.8% |
| 3M | -1.3% | +6.7% | -7.9% | -2.7% |
| 6M | -9.7% | +38.8% | -48.5% | -15.9% |
| YTD | +2.9% | +55.2% | -52.3% | -6.6% |
| 1Y | +4.4% | +46.6% | -42.2% | -4.3% |
| 3Y | +22.2% | +112.9% | -90.7% | +1.4% |
| 5Y | +46.7% | +144.0% | -97.3% | +15.8% |
| 10Y | +155.3% | +132.4% | +22.9% | +96.8% |
| All | +245.9% | +350.8% | -104.9% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling