-42.0%
BIDU vs ARMK
+350.8%
-392.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +4.9% | +4.3% |
| 7D | +2.4% | -2.4% | +4.8% | +3.1% |
| 30D | -10.5% | 0.0% | -10.5% | -10.6% |
| 3M | -26.2% | +6.7% | -32.9% | -27.8% |
| 6M | -16.4% | +38.8% | -55.2% | -24.6% |
| YTD | -23.9% | +55.2% | -79.1% | -33.7% |
| 1Y | +1.3% | +46.6% | -45.3% | -10.5% |
| 3Y | -32.1% | +112.9% | -145.0% | -47.3% |
| 5Y | -39.0% | +144.0% | -182.9% | -54.9% |
| 10Y | -44.0% | +132.4% | -176.5% | -59.7% |
| All | -42.0% | +350.8% | -392.8% | -62.9% |
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