-35.6%
BAX vs ARMK
+125.8%
-161.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | +3.6% | -0.7% | +4.4% | +3.7% |
| 30D | +8.5% | -1.3% | +9.8% | +8.6% |
| 3M | -4.9% | -2.5% | -2.4% | -4.8% |
| 6M | +47.0% | +20.8% | +26.2% | +41.6% |
| YTD | +38.4% | +48.2% | -9.7% | +29.3% |
| 1Y | +49.1% | +45.7% | +3.4% | +39.7% |
| 3Y | -14.9% | +96.6% | -111.4% | -23.7% |
| 5Y | -63.1% | +106.6% | -169.7% | -67.5% |
| 10Y | -35.6% | +132.6% | -168.2% | -34.3% |
| All | -35.6% | +125.8% | -161.4% | -34.3% |
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