+707.7%
BE vs ARMK
+109.0%
+598.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +20.5% | +7.1% | +13.4% | +15.1% |
| 30D | -23.4% | -1.6% | -21.7% | -21.7% |
| 3M | -14.9% | -10.5% | -4.3% | -6.9% |
| 6M | -28.1% | +11.8% | -39.8% | -33.1% |
| YTD | +132.4% | +47.3% | +85.1% | +77.4% |
| 1Y | +59.4% | +41.5% | +17.9% | +24.6% |
| 3Y | +1,815.8% | +95.3% | +1,720.5% | +1,010.4% |
| 5Y | +491.3% | +108.1% | +383.2% | +228.3% |
| All | +707.7% | +109.0% | +598.7% | +197.5% |
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