+135.1%
BAC vs ARMK
+114.7%
+20.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -0.4% | 0.0% | -0.4% | -0.6% |
| 3M | +16.9% | +6.7% | +10.2% | +14.2% |
| 6M | +26.6% | +38.8% | -12.2% | +12.6% |
| YTD | +15.8% | +55.2% | -39.4% | -1.3% |
| 1Y | +27.2% | +46.6% | -19.4% | +10.5% |
| All | +135.1% | +114.7% | +20.4% | +76.0% |
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 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