-99.8%
BIYA vs ARMK
+70.3%
-170.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | +1.3% | -2.4% | +3.8% | +1.6% |
| 30D | -21.0% | 0.0% | -21.0% | -21.0% |
| 3M | -74.3% | +6.7% | -81.0% | -74.1% |
| 6M | -84.6% | +38.8% | -123.4% | -84.6% |
| YTD | -94.2% | +55.2% | -149.3% | -94.3% |
| 1Y | -98.2% | +46.6% | -144.8% | -98.2% |
| All | -99.8% | +70.3% | -170.1% | -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 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