+61.5%
BTDR vs ARMK
+100.8%
-39.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.3% |
| 7D | -7.4% | -0.7% | -6.7% | -6.1% |
| 30D | -33.4% | -1.3% | -32.1% | -31.9% |
| 3M | -26.3% | -2.5% | -23.8% | -24.5% |
| 6M | -52.4% | +20.8% | -73.2% | -58.2% |
| YTD | -42.8% | +48.2% | -91.0% | -56.0% |
| 1Y | -63.7% | +45.7% | -109.4% | -72.0% |
| 3Y | +61.5% | +96.6% | -35.1% | +59.9% |
| All | +61.5% | +100.8% | -39.3% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling