+136.8%
ARMK vs BG
+171.4%
-34.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | -0.9% | +3.7% | -4.6% | -2.3% |
| 30D | -5.9% | +12.3% | -18.3% | -10.4% |
| 3M | +6.7% | -2.2% | +8.9% | +6.8% |
| 6M | +42.5% | +5.3% | +37.2% | +37.7% |
| YTD | +55.1% | +42.4% | +12.7% | +31.6% |
| 1Y | +50.3% | +55.2% | -4.9% | +21.9% |
| 3Y | +122.2% | +21.0% | +101.2% | +95.3% |
| 5Y | +155.2% | +87.1% | +68.0% | +69.7% |
| All | +136.8% | +171.4% | -34.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling