-50.2%
BROS vs ARMK
+96.3%
-146.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -5.3% |
| 7D | -21.2% | -2.6% | -18.6% | -19.6% |
| 30D | -11.6% | -5.2% | -6.4% | -8.2% |
| 3M | -36.7% | -6.5% | -30.2% | -34.2% |
| 6M | -42.8% | +15.3% | -58.1% | -48.7% |
| YTD | -44.8% | +43.6% | -88.4% | -57.8% |
| 1Y | -36.5% | +42.1% | -78.6% | -51.1% |
| 3Y | +27.0% | +94.0% | -67.0% | -26.6% |
| All | -50.2% | +96.3% | -146.5% | -74.1% |
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