+25.3%
BIL vs ARMK
+136.6%
-111.4%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +0.3% | +3.1% | -2.8% | +0.3% |
| 3M | +0.9% | +9.2% | -8.3% | +0.9% |
| 6M | +1.8% | +43.7% | -41.9% | +1.8% |
| YTD | +2.5% | +57.4% | -54.9% | +2.5% |
| 1Y | +3.7% | +51.9% | -48.2% | +3.7% |
| 3Y | +14.1% | +125.4% | -111.3% | +14.1% |
| 5Y | +19.4% | +149.1% | -129.7% | +19.4% |
| 10Y | +25.3% | +135.4% | -110.2% | +25.3% |
| All | +25.3% | +136.6% | -111.4% | +25.3% |
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