+9.1%
BEN vs ARMK
+317.2%
-308.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.3% | +3.2% |
| 7D | +6.6% | -2.6% | +9.2% | +7.5% |
| 30D | +3.8% | -5.2% | +9.0% | +5.6% |
| 3M | +0.2% | -6.5% | +6.7% | +2.1% |
| 6M | +10.4% | +15.3% | -4.8% | +4.3% |
| YTD | +46.2% | +43.6% | +2.6% | +27.5% |
| 1Y | +52.3% | +42.1% | +10.2% | +33.2% |
| 3Y | +65.9% | +94.0% | -28.1% | +28.5% |
| 5Y | +20.6% | +96.3% | -75.7% | -7.8% |
| 10Y | +64.8% | +126.7% | -61.9% | +22.5% |
| All | +9.1% | +317.2% | -308.1% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling