+278.7%
BKNG vs ARMK
+350.7%
-72.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | +8.5% | +6.7% | +1.8% | +5.4% |
| 6M | -0.1% | +42.5% | -42.6% | -13.6% |
| YTD | -18.2% | +55.1% | -73.4% | -31.7% |
| 1Y | -19.9% | +50.3% | -70.2% | -32.3% |
| 3Y | +41.6% | +122.2% | -80.6% | +0.9% |
| 5Y | +93.1% | +155.2% | -62.1% | +30.7% |
| 10Y | +214.8% | +137.3% | +77.5% | +117.8% |
| All | +278.7% | +350.7% | -72.0% | +127.0% |
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