-11.8%
BAX vs ARMK
+317.2%
-329.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -0.2% |
| 7D | +12.1% | -2.6% | +14.8% | +12.6% |
| 30D | +7.6% | -5.2% | +12.8% | +8.4% |
| 3M | -4.5% | -6.5% | +2.0% | -3.7% |
| 6M | +52.0% | +15.3% | +36.8% | +47.2% |
| YTD | +35.1% | +43.6% | -8.5% | +26.3% |
| 1Y | +43.7% | +42.1% | +1.7% | +34.5% |
| 3Y | -20.9% | +94.0% | -114.9% | -29.7% |
| 5Y | -63.5% | +96.3% | -159.8% | -68.0% |
| 10Y | -36.0% | +126.7% | -162.7% | -40.8% |
| All | -11.8% | +317.2% | -329.0% | -26.6% |
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