+130.6%
ARMK vs BWA
+94.2%
+36.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.7% | +4.3% | -1.6% | +0.7% |
| 30D | -1.5% | -13.0% | +11.5% | +5.1% |
| 3M | -11.6% | -24.8% | +13.3% | +0.3% |
| 6M | +6.7% | -23.5% | +30.3% | +18.5% |
| YTD | +47.4% | +13.8% | +33.6% | +31.6% |
| 1Y | +41.5% | +13.4% | +28.0% | +26.3% |
| 3Y | +95.5% | +62.8% | +32.8% | +39.2% |
| 5Y | +108.4% | +28.5% | +79.9% | +61.3% |
| All | +130.6% | +94.2% | +36.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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