+123.9%
BHP vs ARMK
+148.1%
-24.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +1.3% | +1.7% | -0.4% | +0.7% |
| 30D | +4.0% | +3.1% | +0.9% | +2.7% |
| 3M | +12.3% | +9.2% | +3.1% | +8.8% |
| 6M | +30.8% | +43.7% | -12.9% | +15.8% |
| YTD | +58.8% | +57.4% | +1.4% | +36.5% |
| 1Y | +76.8% | +51.9% | +25.0% | +53.4% |
| 3Y | +87.5% | +125.4% | -37.9% | +41.5% |
| 5Y | +123.9% | +149.1% | -25.2% | +59.7% |
| All | +123.9% | +148.1% | -24.2% | +59.7% |
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