+386.5%
BLDR vs ARMK
+134.7%
+251.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | -14.7% | +2.4% | -17.1% | -16.0% |
| 3M | -20.8% | +6.1% | -26.9% | -23.5% |
| 6M | -35.3% | +41.8% | -77.1% | -46.9% |
| YTD | -40.3% | +55.5% | -95.9% | -53.4% |
| 1Y | -56.3% | +49.6% | -105.9% | -65.2% |
| 3Y | -56.1% | +122.8% | -178.9% | -72.5% |
| 5Y | +12.9% | +151.0% | -138.1% | -34.1% |
| 10Y | +386.5% | +138.0% | +248.5% | +164.1% |
| All | +386.5% | +134.7% | +251.7% | +164.1% |
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