+240.7%
BURL vs ARMK
+123.7%
+117.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -3.6% |
| 7D | +4.1% | -2.6% | +6.7% | +5.0% |
| 30D | -9.5% | -5.2% | -4.3% | -7.8% |
| 3M | -33.5% | -6.5% | -27.0% | -32.1% |
| 6M | -22.1% | +15.3% | -37.4% | -28.1% |
| YTD | -14.6% | +43.6% | -58.2% | -29.1% |
| 1Y | -8.4% | +42.1% | -50.4% | -23.6% |
| 3Y | +86.6% | +94.0% | -7.4% | +31.7% |
| 5Y | -17.2% | +96.3% | -113.4% | -42.6% |
| All | +240.7% | +123.7% | +117.0% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling