-99.9%
BIYA vs ARMK
+61.6%
-161.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +10.0% | +7.1% | +2.9% | +9.3% |
| 30D | -17.7% | -1.6% | -16.0% | -17.7% |
| 3M | -55.0% | -10.5% | -44.5% | -54.6% |
| 6M | -85.1% | +11.8% | -96.9% | -84.9% |
| YTD | -96.9% | +47.3% | -144.1% | -97.0% |
| 1Y | -98.5% | +41.5% | -140.0% | -98.5% |
| All | -99.9% | +61.6% | -161.5% | -99.9% |
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 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