+285.2%
BRO vs ARMK
+146.1%
+139.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.9% |
| 7D | -7.3% | +3.1% | -10.4% | -8.0% |
| 30D | -6.9% | -2.8% | -4.1% | -6.3% |
| 3M | +10.7% | +7.6% | +3.1% | +8.7% |
| 6M | -2.7% | +47.9% | -50.6% | -11.0% |
| YTD | -16.3% | +60.0% | -76.3% | -25.0% |
| 1Y | -29.1% | +52.2% | -81.3% | -35.7% |
| 3Y | -7.8% | +131.4% | -139.2% | -24.5% |
| 5Y | +18.7% | +163.2% | -144.5% | -5.8% |
| All | +285.2% | +146.1% | +139.1% | +223.8% |
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