+289.7%
BNY vs ARMK
+120.6%
+169.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +1.4% | -5.9% | +7.4% | +3.3% |
| 3M | +16.8% | +6.7% | +10.1% | +14.1% |
| 6M | +42.0% | +42.5% | -0.6% | +25.9% |
| YTD | +41.9% | +55.1% | -13.2% | +22.2% |
| 1Y | +59.2% | +50.3% | +8.9% | +38.2% |
| All | +289.7% | +120.6% | +169.1% | +193.8% |
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 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