+737.9%
BE vs ARMK
+108.7%
+629.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.8% | +13.8% | +13.5% |
| 7D | +4.5% | +2.8% | +1.7% | +3.2% |
| 30D | -20.1% | -1.8% | -18.4% | -18.3% |
| 3M | -0.8% | -10.9% | +10.0% | +8.7% |
| 6M | -26.2% | +21.2% | -47.5% | -35.4% |
| YTD | +141.1% | +47.0% | +94.1% | +84.2% |
| 1Y | +64.8% | +42.9% | +22.0% | +28.0% |
| 3Y | +1,887.4% | +95.0% | +1,792.4% | +1,053.3% |
| 5Y | +518.1% | +106.2% | +411.9% | +245.4% |
| All | +737.9% | +108.7% | +629.2% | +209.0% |
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