+216.0%
BHP vs ARMK
+334.6%
-118.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 6M | -0.1% | +22.0% | -22.0% | -6.5% |
| YTD | +43.0% | +49.6% | -6.6% | +25.7% |
| 1Y | +56.5% | +46.4% | +10.2% | +38.4% |
| 3Y | +62.0% | +103.2% | -41.2% | +27.9% |
| 5Y | +130.4% | +108.1% | +22.2% | +77.1% |
| 10Y | +349.1% | +129.4% | +219.6% | +225.0% |
| All | +216.0% | +334.6% | -118.7% | +106.9% |
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