-53.5%
BIDU vs ARMK
+327.1%
-380.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | -5.4% | -1.8% | -3.6% | -5.1% |
| 3M | -24.7% | -10.9% | -13.8% | -22.4% |
| 6M | -45.3% | +21.2% | -66.5% | -48.8% |
| YTD | -39.0% | +47.0% | -86.0% | -46.1% |
| 1Y | -39.6% | +42.9% | -82.4% | -46.3% |
| 3Y | -24.7% | +95.0% | -119.7% | -40.2% |
| 5Y | -52.3% | +106.2% | -158.5% | -63.1% |
| 10Y | -51.1% | +131.6% | -182.7% | -65.0% |
| All | -53.5% | +327.1% | -380.6% | -69.9% |
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