+31.8%
BA vs ARMK
+123.7%
-91.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -1.7% |
| 7D | +1.1% | -2.6% | +3.7% | +2.3% |
| 30D | -7.9% | -5.2% | -2.7% | -5.9% |
| 3M | -25.3% | -6.5% | -18.8% | -23.3% |
| 6M | -24.6% | +15.3% | -39.8% | -30.8% |
| YTD | -20.1% | +43.6% | -63.7% | -35.1% |
| 1Y | -11.8% | +42.1% | -53.8% | -28.1% |
| 3Y | -10.1% | +94.0% | -104.1% | -40.2% |
| 5Y | -22.7% | +96.3% | -119.0% | -49.8% |
| All | +31.8% | +123.7% | -91.9% | -15.3% |
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