+202.5%
BAH vs ARMK
+130.7%
+71.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.0% |
| 30D | +18.0% | -1.8% | +19.8% | +18.1% |
| 3M | +11.4% | -10.9% | +22.3% | +12.9% |
| 6M | +17.7% | +21.2% | -3.5% | +14.3% |
| YTD | +5.4% | +47.0% | -41.7% | -0.4% |
| 1Y | +2.8% | +42.9% | -40.1% | -2.5% |
| 3Y | -26.7% | +95.0% | -121.6% | -33.6% |
| 5Y | +8.1% | +106.2% | -98.2% | -3.8% |
| 10Y | +202.5% | +131.6% | +70.9% | +192.1% |
| All | +202.5% | +130.7% | +71.8% | +192.1% |
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