+1,008.9%
BE vs ARMK
+123.4%
+885.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.4% | +8.2% | +8.7% |
| 7D | +29.8% | +1.7% | +28.1% | +28.4% |
| 30D | +26.4% | +3.1% | +23.3% | +23.4% |
| 3M | +9.3% | +9.2% | +0.1% | +2.2% |
| 6M | +105.1% | +43.7% | +61.4% | +57.5% |
| YTD | +219.0% | +57.4% | +161.7% | +129.8% |
| 1Y | +418.8% | +51.9% | +366.9% | +279.9% |
| 3Y | +1,784.6% | +125.4% | +1,659.2% | +873.7% |
| 5Y | +1,251.0% | +149.1% | +1,101.9% | +550.3% |
| All | +1,008.9% | +123.4% | +885.5% | +285.4% |
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