+585.4%
BAH vs ARMK
+317.2%
+268.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -5.1% |
| 7D | -3.5% | -2.6% | -0.9% | -3.3% |
| 30D | +24.3% | -5.2% | +29.5% | +25.0% |
| 3M | +16.3% | -6.5% | +22.8% | +17.1% |
| 6M | +13.6% | +15.3% | -1.7% | +10.7% |
| YTD | +3.5% | +43.6% | -40.1% | -2.5% |
| 1Y | +2.7% | +42.1% | -39.4% | -3.2% |
| 3Y | -26.6% | +94.0% | -120.6% | -34.4% |
| 5Y | +8.5% | +96.3% | -87.7% | -4.3% |
| 10Y | +225.1% | +126.7% | +98.4% | +196.3% |
| All | +585.4% | +317.2% | +268.2% | +451.0% |
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