+95.5%
ARMK vs BB
+147.9%
-52.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +2.7% | +1.8% | +0.8% | +2.5% |
| 30D | -1.5% | +8.1% | -9.6% | -2.2% |
| 3M | -11.6% | -1.0% | -10.6% | -11.8% |
| 6M | +6.7% | +45.9% | -39.2% | +1.7% |
| YTD | +47.4% | +134.8% | -87.4% | +33.2% |
| 1Y | +41.5% | +104.6% | -63.1% | +29.3% |
| 3Y | +95.5% | +152.8% | -57.3% | +77.0% |
| All | +95.5% | +147.9% | -52.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling