+97.6%
BP vs ARMK
+350.8%
-253.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +3.9% | -2.4% | +6.3% | +4.7% |
| 30D | +7.6% | 0.0% | +7.6% | +7.4% |
| 3M | +0.7% | +6.7% | -6.0% | -1.7% |
| 6M | +15.5% | +38.8% | -23.3% | +2.7% |
| YTD | +30.8% | +55.2% | -24.4% | +11.7% |
| 1Y | +34.3% | +46.6% | -12.3% | +16.5% |
| 3Y | +35.1% | +112.9% | -77.8% | -0.1% |
| 5Y | +126.8% | +144.0% | -17.1% | +54.8% |
| 10Y | +123.4% | +132.4% | -9.1% | +45.0% |
| All | +97.6% | +350.8% | -253.2% | +16.4% |
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 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