+178.5%
EXE vs ARMK
+131.4%
+47.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.3% | -2.4% | +2.2% | +0.4% |
| 30D | +8.5% | 0.0% | +8.4% | +8.3% |
| 3M | +5.5% | +6.7% | -1.2% | +3.3% |
| 6M | -5.9% | +38.8% | -44.7% | -15.1% |
| YTD | -9.7% | +55.2% | -64.9% | -21.6% |
| 1Y | +3.6% | +46.6% | -43.0% | -8.6% |
| 3Y | +18.0% | +112.9% | -94.9% | -11.3% |
| 5Y | +109.4% | +144.0% | -34.5% | +43.0% |
| All | +178.5% | +131.4% | +47.1% | +90.8% |
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 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