-90.6%
BIYA vs ARMK
+15.0%
-105.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | 0.0% |
| 7D | -10.5% | -2.6% | -7.9% | -10.2% |
| 30D | -51.7% | -5.2% | -46.5% | -51.5% |
| 3M | -60.8% | -6.5% | -54.3% | -60.1% |
| 6M | -90.6% | +15.3% | -105.9% | -87.7% |
| All | -90.6% | +15.0% | -105.6% | -87.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling