+142.2%
BP vs ARMK
+131.4%
+10.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +3.8% | +2.7% | +1.1% | +2.9% |
| 30D | -5.3% | -1.5% | -3.8% | -5.1% |
| 3M | +9.3% | -11.6% | +20.8% | +13.2% |
| 6M | +7.2% | +6.7% | +0.5% | +4.1% |
| YTD | +38.0% | +47.4% | -9.4% | +19.3% |
| 1Y | +33.2% | +41.5% | -8.3% | +16.5% |
| 3Y | +50.3% | +95.5% | -45.2% | +14.1% |
| 5Y | +114.1% | +108.4% | +5.7% | +53.9% |
| All | +142.2% | +131.4% | +10.8% | +65.4% |
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