+125.4%
ARMK vs BR
-4.7%
+130.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.9% |
| 7D | +1.7% | -5.9% | +7.6% | +2.9% |
| 30D | +3.1% | +1.9% | +1.2% | +2.5% |
| 3M | +9.2% | +14.7% | -5.4% | +5.3% |
| 6M | +43.7% | -12.8% | +56.4% | +50.2% |
| YTD | +57.4% | -23.0% | +80.4% | +73.7% |
| 1Y | +51.9% | -31.7% | +83.5% | +76.2% |
| 3Y | +125.4% | -4.8% | +130.2% | +133.1% |
| All | +125.4% | -4.7% | +130.1% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling