+135.4%
ARMK vs BB
+3.3%
+132.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +3.1% | -12.4% | +15.5% | +5.0% |
| 3M | +9.2% | -15.3% | +24.5% | +10.8% |
| 6M | +43.7% | +128.8% | -85.1% | +23.3% |
| YTD | +57.4% | +107.7% | -50.3% | +37.0% |
| 1Y | +51.9% | +103.9% | -52.0% | +31.8% |
| 3Y | +125.4% | +72.6% | +52.8% | +91.0% |
| 5Y | +149.1% | -24.3% | +173.3% | +132.7% |
| 10Y | +135.4% | +3.1% | +132.3% | +53.3% |
| All | +135.4% | +3.3% | +132.2% | +53.3% |
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