-5.3%
BURL vs ARMK
+41.1%
-46.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.2% | +11.9% | +8.3% |
| 7D | +10.4% | -5.8% | +16.2% | +11.4% |
| 30D | -4.9% | -5.3% | +0.3% | -4.2% |
| 3M | -29.8% | -6.7% | -23.0% | -28.9% |
| 6M | -16.5% | +17.4% | -33.8% | -21.4% |
| YTD | -10.5% | +43.0% | -53.6% | -21.6% |
| 1Y | -5.3% | +40.3% | -45.6% | -16.1% |
| All | -5.3% | +41.1% | -46.4% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling