-35.9%
BTDR vs ARMK
+125.0%
-160.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | -7.4% | -0.7% | -6.7% | -6.7% |
| 30D | -33.4% | -1.3% | -32.1% | -32.6% |
| 3M | -26.3% | -2.5% | -23.8% | -25.2% |
| 6M | -52.4% | +20.8% | -73.2% | -55.1% |
| YTD | -42.8% | +48.2% | -91.0% | -49.0% |
| 1Y | -63.7% | +45.7% | -109.4% | -67.5% |
| 3Y | +61.5% | +96.6% | -35.1% | +45.7% |
| 5Y | -35.6% | +106.6% | -142.2% | -41.8% |
| All | -35.9% | +125.0% | -160.9% | -42.3% |
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