+871.8%
BLDR vs ARMK
+350.8%
+520.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | -2.8% | -2.4% | -0.4% | -1.6% |
| 30D | -13.3% | 0.0% | -13.3% | -13.4% |
| 3M | -12.3% | +6.7% | -18.9% | -15.4% |
| 6M | -31.5% | +38.8% | -70.3% | -43.1% |
| YTD | -36.1% | +55.2% | -91.2% | -50.1% |
| 1Y | -54.1% | +46.6% | -100.7% | -63.1% |
| 3Y | -55.8% | +112.9% | -168.7% | -71.7% |
| 5Y | +20.7% | +144.0% | -123.2% | -28.8% |
| 10Y | +390.2% | +132.4% | +257.8% | +168.2% |
| All | +871.8% | +350.8% | +520.9% | +353.5% |
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