+413.9%
BLK vs ARMK
+357.2%
+56.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.4% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -3.1% | +3.1% | -6.2% | -4.3% |
| 3M | +10.7% | +9.2% | +1.4% | +7.0% |
| 6M | +15.9% | +43.7% | -27.8% | +1.4% |
| YTD | +4.0% | +57.4% | -53.4% | -11.9% |
| 1Y | +1.3% | +51.9% | -50.6% | -13.2% |
| 3Y | +69.6% | +125.4% | -55.8% | +24.9% |
| 5Y | +33.8% | +149.1% | -115.3% | -5.7% |
| 10Y | +276.2% | +135.4% | +140.7% | +159.6% |
| All | +413.9% | +357.2% | +56.8% | +198.8% |
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 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