-23.1%
BA vs ARMK
+90.4%
-113.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -0.8% |
| 7D | -0.1% | -10.2% | +10.1% | +4.8% |
| 30D | -9.1% | -9.3% | +0.2% | -5.3% |
| 3M | -28.2% | -11.4% | -16.8% | -24.5% |
| 6M | -23.1% | +11.6% | -34.7% | -28.1% |
| YTD | -20.6% | +37.5% | -58.0% | -33.4% |
| 1Y | -12.7% | +34.9% | -47.6% | -26.4% |
| 3Y | -11.6% | +83.4% | -95.0% | -40.6% |
| 5Y | -23.1% | +87.9% | -111.0% | -51.5% |
| All | -23.1% | +90.4% | -113.5% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling