+281.0%
ARMK vs BG
+76.6%
+204.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +2.8% | +3.4% | -0.6% | +1.6% |
| 30D | -1.8% | -3.8% | +2.0% | -0.7% |
| 3M | -10.9% | -9.6% | -1.3% | -8.2% |
| 6M | +21.2% | -19.5% | +40.8% | +29.3% |
| YTD | +47.0% | +14.6% | +32.4% | +36.2% |
| 1Y | +42.9% | +6.6% | +36.2% | +36.0% |
| 3Y | +95.0% | +4.7% | +90.3% | +81.2% |
| 5Y | +106.2% | +22.1% | +84.2% | +72.3% |
| 10Y | +131.6% | +109.2% | +22.5% | +32.0% |
| All | +281.0% | +76.6% | +204.4% | +126.5% |
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