-4.6%
BA vs ARMK
+114.7%
-119.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.2% | -2.4% | +3.6% | +1.8% |
| 30D | -11.6% | 0.0% | -11.7% | -11.7% |
| 3M | -2.4% | +6.7% | -9.0% | -4.2% |
| 6M | -6.6% | +38.8% | -45.4% | -15.2% |
| YTD | -2.2% | +55.2% | -57.4% | -14.4% |
| 1Y | -8.0% | +46.6% | -54.6% | -18.2% |
| All | -4.6% | +114.7% | -119.3% | -25.9% |
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