+433.6%
BN vs ARMK
+350.8%
+82.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.6% |
| 30D | -9.5% | 0.0% | -9.5% | -9.7% |
| 3M | -10.4% | +6.7% | -17.0% | -12.9% |
| 6M | -6.4% | +38.8% | -45.2% | -18.3% |
| YTD | -11.9% | +55.2% | -67.0% | -26.7% |
| 1Y | -8.6% | +46.6% | -55.2% | -22.4% |
| 3Y | +77.6% | +112.9% | -35.3% | +28.9% |
| 5Y | +37.0% | +144.0% | -106.9% | -6.4% |
| 10Y | +266.4% | +132.4% | +134.0% | +138.4% |
| All | +433.6% | +350.8% | +82.8% | +207.9% |
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 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