+17.9%
BND vs ARMK
+130.7%
-112.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.6% | +2.8% | -3.3% | -0.6% |
| 30D | +1.6% | -1.8% | +3.3% | +1.6% |
| 3M | -0.5% | -10.9% | +10.4% | -0.4% |
| 6M | -1.1% | +21.2% | -22.3% | -1.3% |
| YTD | -0.7% | +47.0% | -47.7% | -1.1% |
| 1Y | -0.7% | +42.9% | -43.5% | -1.0% |
| 3Y | +14.4% | +95.0% | -80.6% | +13.6% |
| 5Y | -1.1% | +106.2% | -107.3% | -1.9% |
| 10Y | +17.9% | +131.6% | -113.7% | +15.7% |
| All | +17.9% | +130.7% | -112.8% | +15.7% |
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