+468.7%
BTSG vs ARMK
+106.5%
+362.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.5% |
| 7D | +5.7% | +1.7% | +4.1% | +5.1% |
| 30D | +0.2% | +3.1% | -2.9% | -1.3% |
| 3M | +5.6% | +9.2% | -3.6% | +1.6% |
| 6M | +50.8% | +43.7% | +7.1% | +28.0% |
| YTD | +67.0% | +57.4% | +9.7% | +36.0% |
| 1Y | +145.5% | +51.9% | +93.7% | +103.0% |
| All | +468.7% | +106.5% | +362.2% | +326.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling