-34.4%
BAX vs ARMK
+130.7%
-165.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.6% | +2.8% | -3.4% | -1.1% |
| 30D | +6.3% | -1.8% | +8.1% | +6.4% |
| 3M | -4.6% | -10.9% | +6.3% | -2.9% |
| 6M | +50.4% | +21.2% | +29.2% | +44.8% |
| YTD | +38.0% | +47.0% | -9.0% | +29.1% |
| 1Y | +44.6% | +42.9% | +1.7% | +35.9% |
| 3Y | -15.1% | +95.0% | -110.1% | -23.9% |
| 5Y | -63.3% | +106.2% | -169.5% | -67.6% |
| 10Y | -34.4% | +131.6% | -166.0% | -32.9% |
| All | -34.4% | +130.7% | -165.1% | -32.9% |
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