+272.1%
ARMK vs BBWI
-31.3%
+303.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.3% | +7.7% | +5.2% |
| 7D | -2.6% | -6.2% | +3.6% | -1.2% |
| 30D | -5.2% | +19.9% | -25.1% | -9.7% |
| 3M | -6.5% | +7.1% | -13.7% | -9.2% |
| 6M | +15.3% | +13.7% | +1.6% | +9.0% |
| YTD | +43.6% | +9.6% | +34.0% | +35.0% |
| 1Y | +42.1% | -1.6% | +43.7% | +35.2% |
| 3Y | +94.0% | -25.9% | +119.9% | +86.8% |
| 5Y | +96.3% | -67.8% | +164.1% | +129.2% |
| 10Y | +126.7% | -43.5% | +170.1% | +69.8% |
| All | +272.1% | -31.3% | +303.5% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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