+60.5%
BDX vs ARMK
+134.7%
-74.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | +0.7% | +2.4% | -1.7% | +0.3% |
| 3M | +19.0% | +6.1% | +12.9% | +17.9% |
| 6M | +10.8% | +41.8% | -31.0% | +5.5% |
| YTD | +20.1% | +55.5% | -35.4% | +13.1% |
| 1Y | +23.1% | +49.6% | -26.5% | +16.4% |
| 3Y | -8.8% | +122.8% | -131.6% | -17.9% |
| 5Y | -1.4% | +151.0% | -152.4% | -12.8% |
| 10Y | +60.5% | +138.0% | -77.4% | +61.7% |
| All | +60.5% | +134.7% | -74.2% | +61.7% |
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