+261.6%
BN vs ARMK
+136.6%
+124.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.9% |
| 30D | -10.9% | +3.1% | -14.0% | -12.2% |
| 3M | -11.1% | +9.2% | -20.3% | -14.5% |
| 6M | -4.4% | +43.7% | -48.0% | -17.9% |
| YTD | -14.1% | +57.4% | -71.5% | -29.2% |
| 1Y | -11.1% | +51.9% | -62.9% | -25.7% |
| 3Y | +75.6% | +125.4% | -49.8% | +24.0% |
| 5Y | +35.8% | +149.1% | -113.3% | -8.5% |
| 10Y | +261.6% | +135.4% | +126.1% | +143.9% |
| All | +261.6% | +136.6% | +124.9% | +143.9% |
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