-30.0%
BAX vs ARMK
+114.7%
-144.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.2% |
| 30D | -5.5% | 0.0% | -5.5% | -5.7% |
| 3M | +33.5% | +6.7% | +26.9% | +29.4% |
| 6M | +35.9% | +38.8% | -3.0% | +16.5% |
| YTD | +35.4% | +55.2% | -19.8% | +12.1% |
| 1Y | +9.8% | +46.6% | -36.9% | -7.4% |
| All | -30.0% | +114.7% | -144.6% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling