-10.1%
BA vs ARMK
+91.9%
-102.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -0.6% |
| 7D | +1.1% | -2.6% | +3.7% | +1.7% |
| 30D | -7.9% | -5.2% | -2.7% | -6.8% |
| 3M | -25.3% | -6.5% | -18.8% | -24.2% |
| 6M | -24.6% | +15.3% | -39.8% | -27.9% |
| YTD | -20.1% | +43.6% | -63.7% | -28.6% |
| 1Y | -11.8% | +42.1% | -53.8% | -21.0% |
| 3Y | -10.1% | +94.0% | -104.1% | -22.8% |
| All | -10.1% | +91.9% | -102.1% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling