+132.6%
ARMK vs BB
+28.9%
+103.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -0.7% | +11.6% | -12.3% | -2.4% |
| 30D | -1.3% | +2.6% | -3.9% | -2.0% |
| 3M | -2.5% | +3.5% | -6.0% | -3.7% |
| 6M | +20.8% | +43.5% | -22.7% | +11.6% |
| YTD | +48.2% | +141.2% | -93.0% | +25.4% |
| 1Y | +45.7% | +97.4% | -51.7% | +26.9% |
| 3Y | +96.6% | +151.1% | -54.5% | +56.6% |
| 5Y | +106.6% | -12.8% | +119.4% | +88.7% |
| 10Y | +132.6% | +27.5% | +105.1% | +52.4% |
| All | +132.6% | +28.9% | +103.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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