+412.6%
EXPE vs ARMK
+350.8%
+61.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -9.5% | -2.4% | -7.1% | -8.3% |
| 30D | -6.6% | 0.0% | -6.7% | -6.9% |
| 3M | +31.4% | +6.7% | +24.7% | +26.3% |
| 6M | +35.2% | +38.8% | -3.6% | +11.4% |
| YTD | +5.8% | +55.2% | -49.4% | -18.2% |
| 1Y | +38.7% | +46.6% | -7.9% | +10.7% |
| 3Y | +175.8% | +112.9% | +62.9% | +75.4% |
| 5Y | +111.8% | +144.0% | -32.1% | +26.4% |
| 10Y | +179.7% | +132.4% | +47.3% | +58.1% |
| All | +412.6% | +350.8% | +61.8% | +158.4% |
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