-50.4%
BIDU vs ARMK
+146.1%
-196.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | 0.0% |
| 7D | -8.1% | +3.1% | -11.2% | -8.9% |
| 30D | -12.8% | -2.8% | -10.0% | -12.1% |
| 3M | -21.3% | +7.6% | -28.9% | -23.1% |
| 6M | -27.0% | +47.9% | -74.9% | -35.1% |
| YTD | -30.0% | +60.0% | -90.1% | -39.4% |
| 1Y | -18.3% | +52.2% | -70.5% | -28.3% |
| 3Y | -33.8% | +131.4% | -165.2% | -49.6% |
| 5Y | -44.3% | +163.2% | -207.5% | -59.3% |
| All | -50.4% | +146.1% | -196.4% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling