+23.8%
BTDR vs ARMK
+135.7%
-111.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | +20.0% | -2.4% | +22.4% | +20.9% |
| 30D | +11.9% | 0.0% | +11.9% | +11.7% |
| 3M | -36.9% | +6.7% | -43.6% | -38.4% |
| 6M | +56.5% | +38.8% | +17.7% | +40.6% |
| YTD | +10.4% | +55.2% | -44.7% | -3.8% |
| 1Y | +3.1% | +46.6% | -43.5% | -9.0% |
| 3Y | -2.6% | +112.9% | -115.5% | -14.1% |
| 5Y | +25.2% | +144.0% | -118.8% | +10.2% |
| All | +23.8% | +135.7% | -111.9% | +8.8% |
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