-35.2%
BROS vs ARMK
+41.8%
-77.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.4% |
| 7D | +6.3% | +2.7% | +3.6% | +5.0% |
| 30D | -8.3% | -1.5% | -6.9% | -7.7% |
| 3M | -29.8% | -11.6% | -18.2% | -26.1% |
| 6M | -25.8% | +6.7% | -32.6% | -27.8% |
| YTD | -41.4% | +47.4% | -88.8% | -50.8% |
| 1Y | -35.2% | +41.5% | -76.6% | -43.5% |
| All | -35.2% | +41.8% | -77.0% | -43.5% |
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