-3.4%
BDX vs ARMK
+148.1%
-151.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.4% |
| 7D | -4.3% | +1.7% | -6.0% | -4.7% |
| 30D | +1.3% | +3.1% | -1.9% | +0.4% |
| 3M | +20.2% | +9.2% | +11.0% | +17.5% |
| 6M | +8.6% | +43.7% | -35.1% | -1.1% |
| YTD | +19.0% | +57.4% | -38.4% | +5.9% |
| 1Y | +21.2% | +51.9% | -30.7% | +8.7% |
| 3Y | -9.7% | +125.4% | -135.1% | -26.2% |
| 5Y | -3.4% | +149.1% | -152.5% | -22.8% |
| All | -3.4% | +148.1% | -151.5% | -22.8% |
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