+50.0%
EXPE vs ARMK
+41.1%
+8.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.2% | +14.7% | +11.7% |
| 7D | +14.6% | -5.8% | +20.5% | +16.4% |
| 30D | +21.4% | -5.3% | +26.7% | +22.8% |
| 3M | +1.4% | -6.7% | +8.1% | +3.0% |
| 6M | +28.6% | +17.4% | +11.2% | +16.1% |
| YTD | +12.1% | +43.0% | -30.9% | -14.7% |
| 1Y | +50.0% | +40.3% | +9.7% | +16.7% |
| All | +50.0% | +41.1% | +8.9% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling