+100.9%
BP vs ARMK
+317.2%
-216.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -1.8% |
| 7D | -11.6% | -2.6% | -9.0% | -10.9% |
| 30D | 0.0% | -5.2% | +5.2% | +1.5% |
| 3M | +6.7% | -6.5% | +13.3% | +8.5% |
| 6M | +2.2% | +15.3% | -13.1% | -3.5% |
| YTD | +33.0% | +43.6% | -10.6% | +16.0% |
| 1Y | +30.7% | +42.1% | -11.3% | +14.2% |
| 3Y | +44.2% | +94.0% | -49.8% | +10.0% |
| 5Y | +105.1% | +96.3% | +8.9% | +51.2% |
| 10Y | +133.5% | +126.7% | +6.9% | +52.4% |
| All | +100.9% | +317.2% | -216.3% | +21.0% |
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 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