+51.8%
BA vs ARMK
+299.4%
-247.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -0.6% |
| 7D | -0.1% | -10.2% | +10.1% | +5.2% |
| 30D | -9.1% | -9.3% | +0.2% | -5.1% |
| 3M | -28.2% | -11.4% | -16.8% | -24.3% |
| 6M | -23.1% | +11.6% | -34.7% | -28.2% |
| YTD | -20.6% | +37.5% | -58.0% | -33.6% |
| 1Y | -12.7% | +34.9% | -47.6% | -26.6% |
| 3Y | -11.6% | +83.4% | -95.0% | -38.7% |
| 5Y | -23.1% | +87.9% | -111.0% | -48.2% |
| 10Y | +34.4% | +117.0% | -82.6% | -16.1% |
| All | +51.8% | +299.4% | -247.6% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling