+22.3%
BMY vs ARMK
+148.1%
-125.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | -3.3% | +1.7% | -5.0% | -3.5% |
| 30D | 0.0% | +3.1% | -3.2% | -0.5% |
| 3M | +17.7% | +9.2% | +8.5% | +16.3% |
| 6M | +9.6% | +43.7% | -34.0% | +4.6% |
| YTD | +24.0% | +57.4% | -33.4% | +16.8% |
| 1Y | +45.1% | +51.9% | -6.7% | +37.3% |
| 3Y | +22.5% | +125.4% | -102.9% | +10.0% |
| 5Y | +22.3% | +149.1% | -126.8% | +8.0% |
| All | +22.3% | +148.1% | -125.8% | +8.0% |
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 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