+131.4%
ARMK vs BRKR
-11.8%
+143.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +3.1% | -8.7% | +11.8% | +4.6% |
| 30D | -2.8% | -9.9% | +7.1% | -1.3% |
| 3M | +7.6% | -3.1% | +10.7% | +6.8% |
| 6M | +47.9% | +45.5% | +2.4% | +34.2% |
| YTD | +60.0% | +13.7% | +46.3% | +52.0% |
| 1Y | +52.2% | +67.4% | -15.2% | +33.6% |
| 3Y | +131.4% | -13.2% | +144.6% | +133.8% |
| All | +131.4% | -11.8% | +143.2% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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