+349.0%
EXPE vs ARMK
+327.8%
+21.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | +7.1% | -11.3% | -8.0% |
| 30D | -4.5% | -1.6% | -2.9% | -4.4% |
| 3M | -19.7% | -10.5% | -9.2% | -15.4% |
| 6M | +18.3% | +11.8% | +6.5% | +9.6% |
| YTD | -7.3% | +47.3% | -54.6% | -26.9% |
| 1Y | -3.9% | +41.5% | -45.4% | -22.4% |
| 3Y | +123.0% | +95.3% | +27.7% | +47.5% |
| 5Y | +47.9% | +108.1% | -60.2% | -4.9% |
| 10Y | +126.5% | +132.0% | -5.5% | +27.8% |
| All | +349.0% | +327.8% | +21.2% | +131.0% |
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