+62.0%
BHP vs ARMK
+101.3%
-39.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.4% |
| 7D | +3.5% | +0.9% | +2.6% | +3.1% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | -6.4% | -2.0% | -4.4% | -6.2% |
| 6M | -0.1% | +22.0% | -22.0% | -7.0% |
| YTD | +43.0% | +49.6% | -6.6% | +24.6% |
| 1Y | +56.5% | +46.4% | +10.2% | +37.2% |
| 3Y | +62.0% | +103.2% | -41.2% | +34.5% |
| All | +62.0% | +101.3% | -39.2% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling