+180.0%
BDX vs ARMK
+350.8%
-170.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | +8.3% | 0.0% | +8.2% | +8.2% |
| 3M | +24.4% | +6.7% | +17.7% | +23.1% |
| 6M | +9.2% | +38.8% | -29.6% | +3.8% |
| YTD | +22.7% | +55.2% | -32.5% | +14.8% |
| 1Y | +25.9% | +46.6% | -20.7% | +18.6% |
| 3Y | -10.5% | +112.9% | -123.4% | -20.1% |
| 5Y | +1.9% | +144.0% | -142.0% | -11.3% |
| 10Y | +58.7% | +132.4% | -73.7% | +47.0% |
| All | +180.0% | +350.8% | -170.9% | +127.3% |
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