-12.0%
BURL vs ARMK
+47.4%
-59.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -28.2% | 0.0% | -28.2% | -28.0% |
| 3M | -17.6% | +6.7% | -24.3% | -19.1% |
| 6M | -11.8% | +38.8% | -50.6% | -20.6% |
| YTD | -8.1% | +55.2% | -63.3% | -20.1% |
| 1Y | -12.0% | +46.6% | -58.6% | -22.1% |
| All | -12.0% | +47.4% | -59.4% | -22.1% |
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