-99.9%
BIYA vs ARMK
+64.2%
-164.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.0% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | -38.5% | -0.4% | -38.2% | -38.6% |
| 3M | -59.5% | -2.0% | -57.6% | -59.5% |
| 6M | -89.2% | +22.0% | -111.1% | -89.0% |
| YTD | -97.1% | +49.6% | -146.7% | -97.2% |
| 1Y | -99.0% | +46.4% | -145.4% | -99.0% |
| All | -99.9% | +64.2% | -164.1% | -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 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