+129.9%
BKR vs ARMK
+351.9%
-222.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -1.5% | +0.3% | -1.9% | -1.7% |
| 30D | -0.7% | +2.4% | -3.0% | -1.8% |
| 3M | +0.5% | +6.1% | -5.5% | -2.1% |
| 6M | +6.6% | +41.8% | -35.1% | -8.2% |
| YTD | +41.3% | +55.5% | -14.3% | +16.8% |
| 1Y | +42.2% | +49.6% | -7.4% | +19.1% |
| 3Y | +83.4% | +122.8% | -39.3% | +27.3% |
| 5Y | +203.6% | +151.0% | +52.6% | +94.5% |
| 10Y | +139.9% | +137.9% | +2.0% | +47.8% |
| All | +129.9% | +351.9% | -222.0% | +22.5% |
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 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