+130.4%
BHP vs ARMK
+107.5%
+22.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.3% |
| 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% | -7.2% |
| YTD | +43.0% | +49.6% | -6.6% | +23.8% |
| 1Y | +56.5% | +46.4% | +10.2% | +36.4% |
| 3Y | +62.0% | +103.2% | -41.2% | +24.2% |
| 5Y | +130.4% | +108.1% | +22.2% | +71.3% |
| All | +130.4% | +107.5% | +22.8% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling