+183.9%
BAH vs ARMK
+136.6%
+47.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.1% |
| 7D | -4.3% | +1.7% | -6.0% | -4.6% |
| 30D | -4.5% | +3.1% | -7.6% | -4.9% |
| 3M | -7.6% | +9.2% | -16.8% | -8.8% |
| 6M | -10.6% | +43.7% | -54.3% | -15.1% |
| YTD | -12.6% | +57.4% | -69.9% | -18.0% |
| 1Y | -27.0% | +51.9% | -78.8% | -31.3% |
| 3Y | -31.5% | +125.4% | -156.9% | -39.1% |
| 5Y | -3.8% | +149.1% | -152.9% | -16.2% |
| 10Y | +183.9% | +135.4% | +48.5% | +183.7% |
| All | +183.9% | +136.6% | +47.3% | +183.7% |
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