-1.5%
BBY vs ARMK
+146.8%
-148.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +1.2% | +0.3% | +0.8% | +1.0% |
| 30D | +6.8% | +2.4% | +4.4% | +5.6% |
| 3M | +18.7% | +6.1% | +12.7% | +15.6% |
| 6M | +37.3% | +41.8% | -4.5% | +17.0% |
| YTD | +35.3% | +55.5% | -20.2% | +10.2% |
| 1Y | +20.7% | +49.6% | -28.9% | 0.0% |
| 3Y | +39.4% | +122.8% | -83.3% | -6.4% |
| 5Y | -1.5% | +151.0% | -152.5% | -38.9% |
| All | -1.5% | +146.8% | -148.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling