+87.4%
BAC vs ARMK
+91.9%
-4.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | -1.9% |
| 7D | -1.2% | -2.6% | +1.5% | -0.6% |
| 30D | -7.7% | -5.2% | -2.5% | -6.5% |
| 3M | -21.2% | -6.5% | -14.6% | -20.0% |
| 6M | -6.8% | +15.3% | -22.1% | -11.8% |
| YTD | -8.7% | +43.6% | -52.3% | -20.0% |
| 1Y | -5.3% | +42.1% | -47.3% | -16.8% |
| 3Y | +87.4% | +94.0% | -6.6% | +56.6% |
| All | +87.4% | +91.9% | -4.5% | +56.6% |
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