+89.2%
BMY vs ARMK
+317.2%
-227.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.0% | -2.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.2% |
| 30D | +4.1% | -5.2% | +9.3% | +4.7% |
| 3M | -2.1% | -6.5% | +4.4% | -1.5% |
| 6M | +12.2% | +15.3% | -3.1% | +9.3% |
| YTD | +20.3% | +43.6% | -23.3% | +13.3% |
| 1Y | +39.2% | +42.1% | -2.9% | +31.2% |
| 3Y | +35.6% | +94.0% | -58.4% | +20.8% |
| 5Y | +28.6% | +96.3% | -67.7% | +12.9% |
| 10Y | +73.9% | +126.7% | -52.8% | +50.0% |
| All | +89.2% | +317.2% | -227.9% | +40.0% |
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 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