+2.8%
BAH vs ARMK
+44.4%
-41.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.6% | +2.8% | -4.4% | -1.7% |
| 30D | +18.0% | -1.8% | +19.8% | +18.0% |
| 3M | +11.4% | -10.9% | +22.3% | +13.0% |
| 6M | +17.7% | +21.2% | -3.5% | +12.6% |
| YTD | +5.4% | +47.0% | -41.7% | -5.7% |
| 1Y | +2.8% | +42.9% | -40.1% | -7.7% |
| All | +2.8% | +44.4% | -41.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling