+275.1%
BLK vs ARMK
+146.1%
+129.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +0.6% |
| 7D | -3.3% | +3.1% | -6.4% | -4.3% |
| 30D | -6.5% | -2.8% | -3.7% | -5.7% |
| 3M | +6.7% | +7.6% | -0.8% | +3.8% |
| 6M | +14.7% | +47.9% | -33.2% | -0.2% |
| YTD | +2.5% | +60.0% | -57.5% | -13.2% |
| 1Y | -2.8% | +52.2% | -55.0% | -16.4% |
| 3Y | +65.9% | +131.4% | -65.5% | +22.4% |
| 5Y | +33.0% | +163.2% | -130.2% | -6.7% |
| All | +275.1% | +146.1% | +129.0% | +170.8% |
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