+144.5%
EXE vs ARMK
+123.1%
+21.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.5% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | -2.6% | -0.4% | -2.2% | -2.6% |
| 3M | -6.9% | -2.0% | -4.9% | -6.7% |
| 6M | -9.3% | +22.0% | -31.3% | -15.0% |
| YTD | -20.7% | +49.6% | -70.3% | -30.7% |
| 1Y | -21.8% | +46.4% | -68.2% | -31.2% |
| 3Y | +16.2% | +103.2% | -87.0% | -11.5% |
| 5Y | +61.1% | +108.1% | -47.0% | +16.8% |
| All | +144.5% | +123.1% | +21.4% | +68.8% |
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