+484.0%
BLDR vs ARMK
+131.4%
+352.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -3.0% | +2.7% | -5.6% | -4.3% |
| 30D | +20.1% | -1.5% | +21.6% | +20.1% |
| 3M | -17.5% | -11.6% | -6.0% | -12.6% |
| 6M | -16.1% | +6.7% | -22.8% | -19.8% |
| YTD | -41.0% | +47.4% | -88.4% | -53.0% |
| 1Y | -41.6% | +41.5% | -83.1% | -52.4% |
| 3Y | -50.8% | +95.5% | -146.4% | -67.3% |
| 5Y | -10.8% | +108.4% | -119.1% | -42.9% |
| All | +484.0% | +131.4% | +352.7% | +225.5% |
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 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