-44.0%
BTDR vs ARMK
+123.9%
-167.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.8% | -8.7% |
| 7D | -6.9% | +2.7% | -9.6% | -7.8% |
| 30D | -31.5% | -1.5% | -30.1% | -30.7% |
| 3M | -36.1% | -11.6% | -24.5% | -32.9% |
| 6M | -57.6% | +6.7% | -64.4% | -58.3% |
| YTD | -50.0% | +47.4% | -97.5% | -55.4% |
| 1Y | -49.6% | +41.5% | -91.1% | -54.5% |
| 3Y | +48.5% | +95.5% | -47.0% | +34.3% |
| 5Y | -43.8% | +108.4% | -152.2% | -49.2% |
| All | -44.0% | +123.9% | -167.9% | -49.5% |
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