+27.0%
BROS vs ARMK
+159.6%
-132.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | -6.7% | -2.4% | -4.3% | -5.2% |
| 30D | -29.1% | 0.0% | -29.1% | -29.4% |
| 3M | -16.7% | +6.7% | -23.4% | -20.6% |
| 6M | -11.6% | +38.8% | -50.4% | -30.0% |
| YTD | -23.9% | +55.2% | -79.1% | -44.7% |
| 1Y | -34.8% | +46.6% | -81.4% | -50.6% |
| 3Y | +62.1% | +112.9% | -50.8% | -11.6% |
| All | +27.0% | +159.6% | -132.6% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling