-34.4%
BAX vs ARMK
+131.8%
-166.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | -5.5% | 0.0% | -5.5% | -5.6% |
| 3M | +33.5% | +6.7% | +26.9% | +31.9% |
| 6M | +35.9% | +38.8% | -3.0% | +28.1% |
| YTD | +35.4% | +55.2% | -19.8% | +25.7% |
| 1Y | +9.8% | +46.6% | -36.9% | +2.9% |
| 3Y | -32.7% | +112.9% | -145.6% | -40.4% |
| 5Y | -65.6% | +144.0% | -209.5% | -70.2% |
| All | -34.4% | +131.8% | -166.1% | -32.3% |
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