+135.4%
ARMK vs BWA
+142.9%
-7.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.3% |
| 7D | +1.7% | +4.3% | -2.6% | -0.3% |
| 30D | +3.1% | -2.9% | +6.0% | +4.3% |
| 3M | +9.2% | -12.4% | +21.7% | +15.1% |
| 6M | +43.7% | +28.6% | +15.1% | +25.0% |
| YTD | +57.4% | +48.2% | +9.1% | +25.1% |
| 1Y | +51.9% | +50.9% | +0.9% | +19.1% |
| 3Y | +125.4% | +72.2% | +53.2% | +58.6% |
| 5Y | +149.1% | +91.1% | +58.0% | +59.1% |
| 10Y | +135.4% | +144.0% | -8.6% | +19.2% |
| All | +135.4% | +142.9% | -7.5% | +19.2% |
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