+232.4%
BDX vs ARMK
+328.3%
-95.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.9% | +2.7% | +0.2% | +2.5% |
| 30D | +15.4% | -1.5% | +16.9% | +15.5% |
| 3M | +20.5% | -11.6% | +32.1% | +22.4% |
| 6M | +53.2% | +6.7% | +46.4% | +51.2% |
| YTD | +45.7% | +47.4% | -1.7% | +37.0% |
| 1Y | +47.3% | +41.5% | +5.8% | +39.3% |
| 3Y | +25.1% | +95.5% | -70.5% | +12.7% |
| 5Y | +27.4% | +108.4% | -80.9% | +13.0% |
| 10Y | +95.4% | +132.3% | -36.9% | +79.3% |
| All | +232.4% | +328.3% | -95.9% | +171.3% |
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