-29.7%
BTDR vs ARMK
+123.2%
-152.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.5% | +10.0% |
| 7D | +7.7% | +2.8% | +4.9% | +7.0% |
| 30D | -24.1% | -1.8% | -22.3% | -23.0% |
| 3M | -19.1% | -10.9% | -8.2% | -15.2% |
| 6M | -46.6% | +21.2% | -67.9% | -49.6% |
| YTD | -37.3% | +47.0% | -84.3% | -43.9% |
| 1Y | -53.2% | +42.9% | -96.1% | -57.9% |
| 3Y | +77.1% | +95.0% | -17.9% | +60.3% |
| 5Y | -29.7% | +106.2% | -135.9% | -36.3% |
| All | -29.7% | +123.2% | -152.9% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling