+484.6%
BAH vs ARMK
+350.8%
+133.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -3.2% | -2.4% | -0.8% | -2.9% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -7.6% | +6.7% | -14.3% | -8.6% |
| 6M | -5.7% | +38.8% | -44.5% | -10.5% |
| YTD | -11.7% | +55.2% | -66.9% | -17.6% |
| 1Y | -27.4% | +46.6% | -74.0% | -31.7% |
| 3Y | -32.5% | +112.9% | -145.4% | -40.4% |
| 5Y | -3.3% | +144.0% | -147.3% | -17.1% |
| 10Y | +186.0% | +132.4% | +53.6% | +162.5% |
| All | +484.6% | +350.8% | +133.7% | +365.6% |
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