+140.6%
EXE vs ARMK
+114.1%
+26.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -2.1% |
| 7D | -6.6% | -2.6% | -3.9% | -5.9% |
| 30D | -4.0% | -5.2% | +1.2% | -2.8% |
| 3M | -7.5% | -6.5% | -0.9% | -6.1% |
| 6M | -11.7% | +15.3% | -26.9% | -15.9% |
| YTD | -22.0% | +43.6% | -65.6% | -31.0% |
| 1Y | -21.8% | +42.1% | -63.8% | -30.7% |
| 3Y | +8.0% | +94.0% | -86.0% | -16.7% |
| 5Y | +62.3% | +96.3% | -34.0% | +19.8% |
| All | +140.6% | +114.1% | +26.5% | +68.0% |
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