+208.8%
BAH vs ARMK
+131.1%
+77.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +17.3% | -0.4% | +17.6% | +17.1% |
| 3M | +14.9% | -2.0% | +16.8% | +14.9% |
| 6M | +14.2% | +22.0% | -7.7% | +10.9% |
| YTD | +5.1% | +49.6% | -44.5% | -0.8% |
| 1Y | +2.1% | +46.4% | -44.3% | -3.5% |
| 3Y | -26.0% | +103.2% | -129.2% | -33.3% |
| 5Y | +9.0% | +108.1% | -99.2% | -3.1% |
| 10Y | +208.8% | +129.4% | +79.4% | +198.8% |
| All | +208.8% | +131.1% | +77.7% | +198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling