+302.2%
ARMK vs BG
+109.0%
+193.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.4% | +2.8% | -5.2% | -3.4% |
| 30D | 0.0% | +12.0% | -12.0% | -4.3% |
| 3M | +6.7% | -7.7% | +14.4% | +9.0% |
| 6M | +38.8% | +4.5% | +34.3% | +34.8% |
| YTD | +55.2% | +35.7% | +19.5% | +36.0% |
| 1Y | +46.6% | +50.1% | -3.5% | +22.5% |
| 3Y | +112.9% | +12.6% | +100.3% | +94.5% |
| 5Y | +144.0% | +75.4% | +68.5% | +75.8% |
| 10Y | +132.4% | +150.5% | -18.1% | +24.8% |
| All | +302.2% | +109.0% | +193.2% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling