+302.2%
ARMK vs BB
+30.3%
+271.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | -5.6% | +3.2% | -1.6% |
| 30D | 0.0% | -11.8% | +11.8% | +1.6% |
| 3M | +6.7% | -25.5% | +32.2% | +9.9% |
| 6M | +38.8% | +121.3% | -82.4% | +21.5% |
| YTD | +55.2% | +103.2% | -48.0% | +37.4% |
| 1Y | +46.6% | +102.6% | -56.0% | +29.1% |
| 3Y | +112.9% | +37.5% | +75.4% | +89.5% |
| 5Y | +144.0% | -30.4% | +174.4% | +131.4% |
| 10Y | +132.4% | 0.0% | +132.4% | +67.7% |
| All | +302.2% | +30.3% | +271.9% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling