+136.8%
ARMK vs BR
+190.5%
-53.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -0.9% | -6.0% | +5.1% | +1.7% |
| 30D | -5.9% | -0.9% | -5.1% | -5.8% |
| 3M | +6.7% | +16.4% | -9.7% | -1.4% |
| 6M | +42.5% | -8.2% | +50.7% | +46.3% |
| YTD | +55.1% | -23.2% | +78.3% | +72.8% |
| 1Y | +50.3% | -30.9% | +81.3% | +76.5% |
| 3Y | +122.2% | -5.0% | +127.2% | +117.9% |
| 5Y | +155.2% | +8.8% | +146.4% | +128.3% |
| All | +136.8% | +190.5% | -53.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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