+136.8%
ARMK vs BTG
+158.3%
-21.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -0.9% | -5.5% | +4.6% | -0.6% |
| 30D | -5.9% | +6.1% | -12.1% | -6.4% |
| 3M | +6.7% | +38.6% | -31.9% | +4.1% |
| 6M | +42.5% | +0.7% | +41.9% | +41.6% |
| YTD | +55.1% | +20.3% | +34.8% | +52.0% |
| 1Y | +50.3% | +25.0% | +25.3% | +46.4% |
| 3Y | +122.2% | +97.3% | +24.9% | +107.5% |
| 5Y | +155.2% | +78.3% | +76.8% | +138.7% |
| All | +136.8% | +158.3% | -21.5% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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