+42.6%
BBY vs ARMK
+123.7%
-81.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.5% |
| 7D | +8.1% | +1.7% | +6.4% | +7.5% |
| 30D | +8.9% | +3.1% | +5.8% | +7.7% |
| 3M | +22.0% | +9.2% | +12.8% | +18.1% |
| 6M | +37.8% | +43.7% | -5.9% | +19.6% |
| YTD | +37.3% | +57.4% | -20.1% | +14.6% |
| 1Y | +21.6% | +51.9% | -30.3% | +2.8% |
| All | +42.6% | +123.7% | -81.1% | +4.1% |
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