+25.1%
BROS vs ARMK
+163.3%
-138.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.4% |
| 7D | -0.9% | +1.7% | -2.6% | -2.1% |
| 30D | -13.5% | +3.1% | -16.6% | -15.8% |
| 3M | -18.4% | +9.2% | -27.7% | -23.5% |
| 6M | -10.6% | +43.7% | -54.3% | -30.9% |
| YTD | -25.1% | +57.4% | -82.4% | -46.0% |
| 1Y | -28.6% | +51.9% | -80.5% | -47.3% |
| 3Y | +65.6% | +125.4% | -59.8% | -13.7% |
| All | +25.1% | +163.3% | -138.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling