+121.4%
BKR vs ARMK
+138.5%
-17.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | -6.7% | -0.9% | -5.8% | -6.3% |
| 30D | -8.3% | -5.9% | -2.4% | -6.2% |
| 3M | -5.4% | +6.7% | -12.1% | -8.1% |
| 6M | +0.8% | +42.5% | -41.7% | -13.4% |
| YTD | +31.8% | +55.1% | -23.3% | +9.1% |
| 1Y | +28.6% | +50.3% | -21.7% | +7.5% |
| 3Y | +71.2% | +122.2% | -51.0% | +18.8% |
| 5Y | +179.2% | +155.2% | +24.1% | +77.2% |
| All | +121.4% | +138.5% | -17.1% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling