+94.8%
BN vs ARMK
+96.6%
-1.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.0% | +2.7% | -3.7% | -2.0% |
| 30D | +14.0% | -1.5% | +15.4% | +14.2% |
| 3M | -9.0% | -11.6% | +2.5% | -4.7% |
| 6M | -8.8% | +6.7% | -15.6% | -12.3% |
| YTD | -10.3% | +47.4% | -57.7% | -26.2% |
| 1Y | -5.8% | +41.5% | -47.3% | -21.1% |
| 3Y | +94.8% | +95.5% | -0.8% | +50.3% |
| All | +94.8% | +96.6% | -1.9% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling