+96.6%
BAC vs ARMK
+96.1%
+0.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.9% | +2.8% | -4.6% | -2.6% |
| 30D | -7.2% | -1.8% | -5.4% | -6.9% |
| 3M | -20.4% | -10.9% | -9.6% | -18.1% |
| 6M | +1.3% | +21.2% | -20.0% | -5.6% |
| YTD | -6.4% | +47.0% | -53.4% | -18.5% |
| 1Y | -3.5% | +42.9% | -46.4% | -15.2% |
| All | +96.6% | +96.1% | +0.5% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling