+94.0%
ARMK vs BB
+132.4%
-38.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | 0.0% | +4.1% |
| 7D | -2.6% | +3.8% | -6.4% | -3.0% |
| 30D | -5.2% | -0.3% | -4.9% | -5.3% |
| 3M | -6.5% | -0.5% | -6.1% | -6.8% |
| 6M | +15.3% | +45.9% | -30.6% | +9.8% |
| YTD | +43.6% | +130.6% | -87.0% | +29.9% |
| 1Y | +42.1% | +89.2% | -47.1% | +30.7% |
| 3Y | +94.0% | +137.5% | -43.5% | +71.2% |
| All | +94.0% | +132.4% | -38.4% | +71.2% |
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