+274.7%
BBY vs ARMK
+131.4%
+143.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.5% | +2.7% | +1.8% | +3.6% |
| 30D | +16.8% | -1.5% | +18.3% | +17.0% |
| 3M | +23.2% | -11.6% | +34.8% | +27.7% |
| 6M | +91.9% | +6.7% | +85.2% | +86.8% |
| YTD | +61.6% | +47.4% | +14.2% | +40.7% |
| 1Y | +43.9% | +41.5% | +2.4% | +26.9% |
| 3Y | +88.6% | +95.5% | -6.9% | +48.1% |
| 5Y | -3.1% | +108.4% | -111.5% | -26.3% |
| All | +274.7% | +131.4% | +143.4% | +177.4% |
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