+251.7%
BAC vs ARMK
+131.1%
+120.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +0.7% |
| 7D | +2.0% | +0.9% | +1.1% | +1.5% |
| 30D | -6.9% | -0.4% | -6.6% | -7.1% |
| 3M | -19.6% | -2.0% | -17.6% | -19.5% |
| 6M | -0.5% | +22.0% | -22.4% | -9.0% |
| YTD | -6.6% | +49.6% | -56.2% | -21.6% |
| 1Y | -3.0% | +46.4% | -49.3% | -17.9% |
| 3Y | +97.3% | +103.2% | -5.9% | +43.6% |
| 5Y | +21.9% | +108.1% | -86.3% | -13.8% |
| 10Y | +251.7% | +129.4% | +122.2% | +144.7% |
| All | +251.7% | +131.1% | +120.6% | +144.7% |
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