+399.1%
BAC vs ARMK
+131.8%
+267.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +2.0% |
| 30D | -0.4% | 0.0% | -0.4% | -0.7% |
| 3M | +16.9% | +6.7% | +10.2% | +13.6% |
| 6M | +26.6% | +38.8% | -12.2% | +10.4% |
| YTD | +15.8% | +55.2% | -39.4% | -3.7% |
| 1Y | +27.2% | +46.6% | -19.4% | +7.9% |
| 3Y | +132.4% | +112.9% | +19.5% | +66.7% |
| 5Y | +72.6% | +144.0% | -71.4% | +15.0% |
| All | +399.1% | +131.8% | +267.3% | +242.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling