+282.1%
ARMK vs BG
+79.0%
+203.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +2.7% | +2.6% | +0.1% | +1.8% |
| 30D | -1.5% | -6.7% | +5.2% | +0.7% |
| 3M | -11.6% | -9.3% | -2.3% | -9.0% |
| 6M | +6.7% | -18.3% | +25.1% | +13.3% |
| YTD | +47.4% | +16.2% | +31.2% | +35.9% |
| 1Y | +41.5% | +7.6% | +33.9% | +34.3% |
| 3Y | +95.5% | +6.6% | +89.0% | +80.5% |
| 5Y | +108.4% | +22.2% | +86.2% | +74.2% |
| 10Y | +132.3% | +112.0% | +20.2% | +31.7% |
| All | +282.1% | +79.0% | +203.1% | +126.0% |
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 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