+302.2%
ARMK vs BTG
+250.7%
+51.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | 0.0% | +36.8% | -36.8% | -1.2% |
| 3M | +6.7% | +23.1% | -16.4% | +5.7% |
| 6M | +38.8% | +3.5% | +35.3% | +38.2% |
| YTD | +55.2% | +25.5% | +29.7% | +53.4% |
| 1Y | +46.6% | +40.1% | +6.5% | +44.1% |
| 3Y | +112.9% | +101.1% | +11.8% | +105.8% |
| 5Y | +144.0% | +70.6% | +73.4% | +136.1% |
| 10Y | +132.4% | +152.1% | -19.7% | +130.8% |
| All | +302.2% | +250.7% | +51.4% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling