+302.2%
ARMK vs BBWI
-37.3%
+339.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.6% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | 0.0% | -5.2% | +5.2% | +0.9% |
| 3M | +6.7% | +11.1% | -4.4% | +2.8% |
| 6M | +38.8% | -13.4% | +52.2% | +40.6% |
| YTD | +55.2% | +0.1% | +55.1% | +50.4% |
| 1Y | +46.6% | -36.1% | +82.7% | +57.0% |
| 3Y | +112.9% | -44.1% | +157.0% | +122.9% |
| 5Y | +144.0% | -66.2% | +210.2% | +181.6% |
| 10Y | +132.4% | -54.8% | +187.2% | +85.7% |
| All | +302.2% | -37.3% | +339.4% | +198.5% |
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