+27.3%
EXPE vs ARMK
+50.1%
-22.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.4% | -9.3% | -8.5% |
| 7D | -9.8% | +1.7% | -11.5% | -10.5% |
| 30D | -11.5% | +3.1% | -14.6% | -12.9% |
| 3M | +21.7% | +9.2% | +12.5% | +16.1% |
| 6M | +10.4% | +43.7% | -33.3% | -10.8% |
| YTD | -2.5% | +57.4% | -59.9% | -27.6% |
| 1Y | +27.3% | +51.9% | -24.5% | -2.3% |
| All | +27.3% | +50.1% | -22.7% | -2.3% |
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 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