+38.8%
BMY vs ARMK
+44.7%
-5.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +6.2% | -1.3% | +7.5% | +6.2% |
| 3M | -2.1% | -2.5% | +0.3% | -2.2% |
| 6M | +14.3% | +20.8% | -6.5% | +8.9% |
| YTD | +21.6% | +48.2% | -26.6% | +11.5% |
| 1Y | +38.8% | +45.7% | -6.9% | +28.0% |
| All | +38.8% | +44.7% | -5.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling