-99.8%
BIYA vs ARMK
+72.7%
-172.5%
-99.9%
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% | -0.2% |
| 7D | +2.7% | +1.7% | +1.0% | +2.5% |
| 30D | -18.7% | +3.1% | -21.8% | -18.9% |
| 3M | -72.0% | +9.2% | -81.3% | -71.9% |
| 6M | -86.4% | +43.7% | -130.1% | -86.5% |
| YTD | -94.2% | +57.4% | -151.5% | -94.3% |
| 1Y | -98.4% | +51.9% | -150.3% | -98.5% |
| All | -99.8% | +72.7% | -172.5% | -99.8% |
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