+140.1%
BP vs ARMK
+131.1%
+9.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +2.5% | +7.1% | -4.6% | +0.2% |
| 30D | -5.6% | -1.6% | -3.9% | -5.3% |
| 3M | +8.0% | -10.5% | +18.6% | +11.5% |
| 6M | +5.7% | +11.8% | -6.1% | +1.0% |
| YTD | +36.8% | +47.3% | -10.4% | +18.3% |
| 1Y | +30.7% | +41.5% | -10.8% | +14.3% |
| 3Y | +51.6% | +95.3% | -43.7% | +15.1% |
| 5Y | +112.2% | +108.1% | +4.1% | +52.6% |
| All | +140.1% | +131.1% | +9.0% | +64.0% |
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