+26.3%
BP vs ARMK
+44.7%
-18.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -6.3% | -0.7% | -5.6% | -6.4% |
| 30D | -3.6% | -1.3% | -2.3% | -3.7% |
| 3M | +5.2% | -2.5% | +7.7% | +5.1% |
| 6M | +5.3% | +20.8% | -15.5% | +8.1% |
| YTD | +33.1% | +48.2% | -15.1% | +42.7% |
| 1Y | +26.3% | +45.7% | -19.5% | +35.1% |
| All | +26.3% | +44.7% | -18.5% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling