+318.0%
BAC vs ARMK
+317.2%
+0.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | -2.4% |
| 7D | -1.2% | -2.6% | +1.5% | -0.3% |
| 30D | -7.7% | -5.2% | -2.5% | -6.0% |
| 3M | -21.2% | -6.5% | -14.6% | -19.6% |
| 6M | -6.8% | +15.3% | -22.1% | -13.0% |
| YTD | -8.7% | +43.6% | -52.3% | -22.3% |
| 1Y | -5.3% | +42.1% | -47.3% | -19.1% |
| 3Y | +87.4% | +94.0% | -6.6% | +38.4% |
| 5Y | +18.9% | +96.3% | -77.3% | -14.2% |
| 10Y | +273.3% | +126.7% | +146.6% | +147.4% |
| All | +318.0% | +317.2% | +0.8% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling