+302.2%
ARMK vs BR
+478.3%
-176.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.6% |
| 7D | -2.4% | -5.3% | +2.9% | -0.1% |
| 30D | 0.0% | +6.4% | -6.4% | -3.0% |
| 3M | +6.7% | +13.6% | -7.0% | -0.2% |
| 6M | +38.8% | -6.7% | +45.5% | +41.3% |
| YTD | +55.2% | -21.1% | +76.3% | +70.3% |
| 1Y | +46.6% | -29.6% | +76.2% | +70.0% |
| 3Y | +112.9% | -2.4% | +115.3% | +106.7% |
| 5Y | +144.0% | +11.2% | +132.7% | +117.5% |
| 10Y | +132.4% | +191.8% | -59.4% | +33.2% |
| All | +302.2% | +478.3% | -176.1% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling