+23.3%
BA vs ARMK
+131.4%
-108.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | +2.7% | -3.8% | -2.5% |
| 30D | -7.1% | -1.5% | -5.6% | -6.9% |
| 3M | -25.5% | -11.6% | -14.0% | -21.2% |
| 6M | -28.7% | +6.7% | -35.5% | -31.8% |
| YTD | -21.0% | +47.4% | -68.4% | -36.7% |
| 1Y | -11.9% | +41.5% | -53.3% | -28.0% |
| 3Y | -16.2% | +95.5% | -111.7% | -44.4% |
| 5Y | -22.4% | +108.4% | -130.8% | -51.1% |
| All | +23.3% | +131.4% | -108.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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