+39.8%
BKNG vs ARMK
+120.6%
-80.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | -0.9% | -9.8% | -10.4% |
| 30D | -18.1% | -5.9% | -12.2% | -16.4% |
| 3M | +8.5% | +6.7% | +1.8% | +5.5% |
| 6M | -0.1% | +42.5% | -42.6% | -13.5% |
| YTD | -18.2% | +55.1% | -73.4% | -31.5% |
| 1Y | -19.9% | +50.3% | -70.2% | -32.1% |
| All | +39.8% | +120.6% | -80.7% | +5.5% |
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