+528.6%
BTSG vs ARMK
+96.3%
+432.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.4% |
| 7D | +4.4% | +0.9% | +3.4% | +4.0% |
| 30D | +8.5% | -0.4% | +8.9% | +8.2% |
| 3M | +10.8% | -2.0% | +12.7% | +10.9% |
| 6M | +26.1% | +22.0% | +4.2% | +14.7% |
| YTD | +84.6% | +49.6% | +35.0% | +52.8% |
| 1Y | +108.7% | +46.4% | +62.3% | +74.3% |
| All | +528.6% | +96.3% | +432.3% | +378.7% |
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