+28.3%
BND vs ARMK
+328.3%
-300.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.4% | +2.7% | -4.1% | -1.5% |
| 30D | +0.6% | -1.5% | +2.1% | +0.6% |
| 3M | -1.6% | -11.6% | +10.0% | -1.5% |
| 6M | -1.5% | +6.7% | -8.3% | -1.6% |
| YTD | -1.5% | +47.4% | -48.9% | -1.8% |
| 1Y | -1.1% | +41.5% | -42.6% | -1.4% |
| 3Y | +13.6% | +95.5% | -81.9% | +13.0% |
| 5Y | -1.8% | +108.4% | -110.2% | -2.4% |
| 10Y | +17.0% | +132.3% | -115.3% | +15.5% |
| All | +28.3% | +328.3% | -300.0% | +27.8% |
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