+21.7%
BAC vs ARMK
+106.6%
-84.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.5% | +7.1% | -5.6% | -1.2% |
| 30D | -6.4% | -1.6% | -4.8% | -6.1% |
| 3M | -21.7% | -10.5% | -11.1% | -18.6% |
| 6M | +0.5% | +11.8% | -11.3% | -5.0% |
| YTD | -6.7% | +47.3% | -53.9% | -22.0% |
| 1Y | -4.7% | +41.5% | -46.1% | -19.0% |
| 3Y | +96.1% | +95.3% | +0.8% | +40.4% |
| 5Y | +21.7% | +108.1% | -86.5% | -18.5% |
| All | +21.7% | +106.6% | -84.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling