+281.0%
ARMK vs BWA
+31.7%
+249.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.1% |
| 30D | -1.8% | -14.6% | +12.8% | +5.0% |
| 3M | -10.9% | -26.2% | +15.4% | +0.8% |
| 6M | +21.2% | -18.4% | +39.7% | +29.9% |
| YTD | +47.0% | +14.7% | +32.3% | +32.7% |
| 1Y | +42.9% | +13.3% | +29.5% | +29.5% |
| 3Y | +95.0% | +64.7% | +30.3% | +44.1% |
| 5Y | +106.2% | +32.2% | +74.1% | +63.0% |
| 10Y | +131.6% | +96.8% | +34.8% | +40.8% |
| All | +281.0% | +31.7% | +249.3% | +146.4% |
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