-31.5%
BROS vs ARMK
+48.9%
-80.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -6.6% | +0.3% | -6.9% | -6.8% |
| 30D | -12.3% | +2.4% | -14.7% | -13.6% |
| 3M | -22.2% | +6.1% | -28.3% | -24.5% |
| 6M | -14.3% | +41.8% | -56.0% | -28.9% |
| YTD | -26.6% | +55.5% | -82.1% | -42.6% |
| 1Y | -31.5% | +49.6% | -81.1% | -45.4% |
| All | -31.5% | +48.9% | -80.4% | -45.4% |
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