+53.9%
BEN vs ARMK
+131.1%
-77.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.2% | +4.9% |
| 7D | +12.2% | +0.9% | +11.3% | +11.8% |
| 30D | +12.1% | -0.4% | +12.5% | +12.1% |
| 3M | +7.3% | -2.0% | +9.3% | +7.6% |
| 6M | +17.9% | +22.0% | -4.1% | +9.3% |
| YTD | +55.4% | +49.6% | +5.8% | +34.2% |
| 1Y | +69.3% | +46.4% | +23.0% | +47.2% |
| 3Y | +82.8% | +103.2% | -20.4% | +40.4% |
| 5Y | +28.8% | +108.1% | -79.3% | -2.7% |
| 10Y | +53.9% | +129.4% | -75.5% | +20.6% |
| All | +53.9% | +131.1% | -77.2% | +20.6% |
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