+91.2%
BMY vs ARMK
+330.5%
-239.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +6.2% | -1.3% | +7.5% | +6.3% |
| 3M | -2.1% | -2.5% | +0.3% | -2.1% |
| 6M | +14.3% | +20.8% | -6.5% | +10.6% |
| YTD | +21.6% | +48.2% | -26.6% | +14.0% |
| 1Y | +38.8% | +45.7% | -6.9% | +30.4% |
| 3Y | +42.9% | +96.6% | -53.6% | +27.2% |
| 5Y | +30.1% | +106.6% | -76.5% | +13.3% |
| 10Y | +58.2% | +132.6% | -74.4% | +36.1% |
| All | +91.2% | +330.5% | -239.3% | +40.8% |
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