+25.1%
BIL vs ARMK
+317.2%
-292.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.4% | 0.0% |
| 7D | -0.3% | -2.6% | +2.4% | -0.3% |
| 30D | 0.0% | -5.2% | +5.2% | 0.0% |
| 3M | +0.3% | -6.5% | +6.8% | +0.3% |
| 6M | +1.2% | +15.3% | -14.0% | +1.2% |
| YTD | +2.5% | +43.6% | -41.1% | +2.5% |
| 1Y | +3.0% | +42.1% | -39.0% | +3.1% |
| 3Y | +13.2% | +94.0% | -80.8% | +13.2% |
| 5Y | +19.4% | +96.3% | -76.8% | +19.4% |
| 10Y | +25.2% | +126.7% | -101.5% | +25.2% |
| All | +25.1% | +317.2% | -292.1% | +25.1% |
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