+125.4%
EXPE vs ARMK
+130.7%
-5.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -17.8% | +2.8% | -20.5% | -19.0% |
| 30D | -3.2% | -1.8% | -1.5% | -3.0% |
| 3M | -19.0% | -10.9% | -8.1% | -14.4% |
| 6M | +17.7% | +21.2% | -3.5% | +3.7% |
| YTD | -7.8% | +47.0% | -54.8% | -27.6% |
| 1Y | -1.4% | +42.9% | -44.2% | -21.2% |
| 3Y | +121.9% | +95.0% | +26.9% | +45.6% |
| 5Y | +44.3% | +106.2% | -62.0% | -7.9% |
| 10Y | +125.4% | +131.6% | -6.2% | +29.2% |
| All | +125.4% | +130.7% | -5.3% | +29.2% |
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