+302.2%
ARMK vs BWA
+73.6%
+228.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -2.0% |
| 7D | -2.4% | +5.7% | -8.1% | -4.7% |
| 30D | 0.0% | +1.4% | -1.4% | -0.8% |
| 3M | +6.7% | -12.1% | +18.7% | +11.6% |
| 6M | +38.8% | +28.6% | +10.3% | +22.4% |
| YTD | +55.2% | +51.1% | +4.1% | +25.1% |
| 1Y | +46.6% | +55.9% | -9.3% | +16.1% |
| 3Y | +112.9% | +70.1% | +42.8% | +56.2% |
| 5Y | +144.0% | +90.7% | +53.3% | +64.5% |
| 10Y | +132.4% | +154.0% | -21.6% | +26.5% |
| All | +302.2% | +73.6% | +228.6% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling