+60.1%
BMY vs ARMK
+131.4%
-71.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | +2.7% | -0.6% | +1.7% |
| 30D | +7.0% | -1.5% | +8.5% | +7.0% |
| 3M | -0.9% | -11.6% | +10.7% | +0.5% |
| 6M | +14.9% | +6.7% | +8.2% | +13.6% |
| YTD | +22.8% | +47.4% | -24.6% | +16.1% |
| 1Y | +36.2% | +41.5% | -5.2% | +29.5% |
| 3Y | +45.7% | +95.5% | -49.9% | +31.7% |
| 5Y | +31.3% | +108.4% | -77.1% | +16.4% |
| All | +60.1% | +131.4% | -71.3% | +46.7% |
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