+675.5%
BE vs ARMK
+112.3%
+563.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.2% | +7.7% | +9.0% |
| 7D | -1.2% | +0.9% | -2.1% | -1.1% |
| 30D | -30.9% | -0.4% | -30.5% | -30.0% |
| 3M | -11.6% | -2.0% | -9.6% | -9.5% |
| 6M | -25.7% | +22.0% | -47.7% | -35.3% |
| YTD | +123.1% | +49.6% | +73.5% | +68.5% |
| 1Y | +43.4% | +46.4% | -3.0% | +9.4% |
| 3Y | +1,683.6% | +103.2% | +1,580.4% | +903.7% |
| 5Y | +465.4% | +108.1% | +357.3% | +214.1% |
| All | +675.5% | +112.3% | +563.2% | +182.6% |
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