-99.9%
BIYA vs ARMK
+57.6%
-157.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | +0.5% |
| 7D | -10.5% | -2.6% | -7.9% | -10.3% |
| 30D | -51.7% | -5.2% | -46.5% | -51.6% |
| 3M | -60.8% | -6.5% | -54.3% | -60.6% |
| 6M | -90.6% | +15.3% | -105.9% | -90.4% |
| YTD | -97.1% | +43.6% | -140.7% | -97.2% |
| 1Y | -99.1% | +42.1% | -141.1% | -99.1% |
| All | -99.9% | +57.6% | -157.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling