+399.6%
BRO vs ARMK
+351.9%
+47.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.2% |
| 7D | -7.6% | +0.3% | -8.0% | -7.7% |
| 30D | -6.9% | +2.4% | -9.2% | -7.5% |
| 3M | +12.8% | +6.1% | +6.8% | +11.2% |
| 6M | -5.9% | +41.8% | -47.6% | -13.2% |
| YTD | -15.9% | +55.5% | -71.4% | -24.2% |
| 1Y | -28.1% | +49.6% | -77.7% | -34.7% |
| 3Y | -7.0% | +122.8% | -129.8% | -23.3% |
| 5Y | +18.0% | +151.0% | -133.0% | -5.8% |
| 10Y | +293.9% | +137.9% | +156.0% | +221.5% |
| All | +399.6% | +351.9% | +47.8% | +279.3% |
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