+572.0%
BNY vs ARMK
+357.2%
+214.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | +3.3% | +3.1% | +0.2% | +2.1% |
| 3M | +15.3% | +9.2% | +6.1% | +11.6% |
| 6M | +42.5% | +43.7% | -1.2% | +25.3% |
| YTD | +42.0% | +57.4% | -15.3% | +20.9% |
| 1Y | +59.3% | +51.9% | +7.4% | +37.0% |
| 3Y | +291.2% | +125.4% | +165.8% | +189.3% |
| 5Y | +252.1% | +149.1% | +103.0% | +147.9% |
| 10Y | +407.1% | +135.4% | +271.7% | +246.9% |
| All | +572.0% | +357.2% | +214.8% | +296.8% |
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