+560.2%
BTSG vs ARMK
+92.9%
+467.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +4.0% | +2.8% | +1.3% | +3.0% |
| 30D | +15.3% | -1.8% | +17.0% | +15.6% |
| 3M | +25.4% | -10.9% | +36.3% | +30.7% |
| 6M | +31.9% | +21.2% | +10.6% | +20.1% |
| YTD | +93.9% | +47.0% | +46.9% | +61.5% |
| 1Y | +114.2% | +42.9% | +71.3% | +80.6% |
| All | +560.2% | +92.9% | +467.3% | +405.9% |
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