-20.3%
BROS vs ARMK
+41.1%
-61.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +2.6% |
| 7D | +2.5% | -5.8% | +8.3% | +4.9% |
| 30D | +15.1% | -5.3% | +20.3% | +17.4% |
| 3M | -31.4% | -6.7% | -24.6% | -29.5% |
| 6M | -22.6% | +17.4% | -40.0% | -28.0% |
| YTD | -28.1% | +43.0% | -71.2% | -39.1% |
| 1Y | -20.3% | +40.3% | -60.6% | -31.4% |
| All | -20.3% | +41.1% | -61.4% | -31.4% |
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 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