+33.0%
BLK vs ARMK
+160.7%
-127.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +0.2% |
| 7D | -3.3% | +3.1% | -6.4% | -4.6% |
| 30D | -6.5% | -2.8% | -3.7% | -5.4% |
| 3M | +6.7% | +7.6% | -0.8% | +2.9% |
| 6M | +14.7% | +47.9% | -33.2% | -4.8% |
| YTD | +2.5% | +60.0% | -57.5% | -18.0% |
| 1Y | -2.8% | +52.2% | -55.0% | -20.6% |
| 3Y | +65.9% | +131.4% | -65.5% | +8.2% |
| All | +33.0% | +160.7% | -127.6% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling