+285.2%
BN vs ARMK
+131.1%
+154.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.3% | +2.2% |
| 7D | +3.6% | +0.9% | +2.7% | +3.1% |
| 30D | +15.9% | -0.4% | +16.2% | +15.6% |
| 3M | -2.3% | -2.0% | -0.4% | -2.2% |
| 6M | -8.4% | +22.0% | -30.4% | -16.4% |
| YTD | -5.9% | +49.6% | -55.5% | -21.1% |
| 1Y | -5.6% | +46.4% | -51.9% | -20.2% |
| 3Y | +104.2% | +103.2% | +1.0% | +49.6% |
| 5Y | +35.5% | +108.1% | -72.6% | -2.6% |
| 10Y | +285.2% | +129.4% | +155.8% | +156.0% |
| All | +285.2% | +131.1% | +154.1% | +156.0% |
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 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