+523.1%
BLDR vs ARMK
+125.8%
+397.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.1% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +19.1% | -1.3% | +20.4% | +18.9% |
| 3M | -12.6% | -2.5% | -10.1% | -12.3% |
| 6M | -18.7% | +20.8% | -39.5% | -27.8% |
| YTD | -38.8% | +48.2% | -87.0% | -51.4% |
| 1Y | -41.2% | +45.7% | -87.0% | -52.9% |
| 3Y | -49.4% | +96.6% | -145.9% | -66.4% |
| 5Y | -6.0% | +106.6% | -112.5% | -39.6% |
| 10Y | +523.1% | +132.6% | +390.5% | +246.6% |
| All | +523.1% | +125.8% | +397.3% | +246.6% |
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