+151.4%
EXE vs ARMK
+119.6%
+31.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +3.6% | +7.1% | -3.6% | +1.6% |
| 30D | -4.3% | -1.6% | -2.7% | -4.1% |
| 3M | -7.7% | -10.5% | +2.9% | -5.1% |
| 6M | -7.2% | +11.8% | -19.0% | -10.7% |
| YTD | -18.5% | +47.3% | -65.8% | -28.4% |
| 1Y | -24.4% | +41.5% | -65.8% | -32.8% |
| 3Y | +21.6% | +95.3% | -73.7% | -6.2% |
| 5Y | +77.3% | +108.1% | -30.8% | +28.2% |
| All | +151.4% | +119.6% | +31.8% | +74.3% |
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 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