+52.2%
ARMK vs BG
+53.0%
-0.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.2% |
| 7D | +3.1% | +3.1% | 0.0% | +3.0% |
| 30D | -2.8% | +10.2% | -13.0% | -3.1% |
| 3M | +7.6% | -1.7% | +9.3% | +7.8% |
| 6M | +47.9% | +1.0% | +46.9% | +47.7% |
| YTD | +60.0% | +39.9% | +20.1% | +57.0% |
| 1Y | +52.2% | +53.2% | -1.0% | +49.6% |
| All | +52.2% | +53.0% | -0.7% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling