+224.1%
BDX vs ARMK
+330.5%
-106.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +7.3% | -0.7% | +8.0% | +7.3% |
| 30D | +15.7% | -1.3% | +17.0% | +15.7% |
| 3M | +19.1% | -2.5% | +21.5% | +19.2% |
| 6M | +44.1% | +20.8% | +23.3% | +39.6% |
| YTD | +42.1% | +48.2% | -6.1% | +33.5% |
| 1Y | +52.6% | +45.7% | +6.9% | +43.8% |
| 3Y | +22.6% | +96.6% | -74.0% | +10.4% |
| 5Y | +23.3% | +106.6% | -83.3% | +9.4% |
| 10Y | +84.8% | +132.6% | -47.8% | +69.7% |
| All | +224.1% | +330.5% | -106.4% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling