-1.5%
BAC vs ARMK
+41.1%
-42.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.2% | +8.1% | +4.4% |
| 7D | +1.5% | -5.8% | +7.3% | +2.1% |
| 30D | -4.4% | -5.3% | +0.9% | -3.9% |
| 3M | -17.5% | -6.7% | -10.8% | -17.0% |
| 6M | -0.1% | +17.4% | -17.4% | -3.8% |
| YTD | -4.6% | +43.0% | -47.6% | -12.2% |
| 1Y | -1.5% | +40.3% | -41.8% | -9.0% |
| All | -1.5% | +41.1% | -42.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling