+246.2%
BURL vs ARMK
+114.2%
+132.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -1.2% |
| 7D | +3.5% | -10.2% | +13.7% | +8.4% |
| 30D | -9.3% | -9.3% | 0.0% | -5.7% |
| 3M | -32.1% | -11.4% | -20.7% | -29.0% |
| 6M | -19.8% | +11.6% | -31.4% | -24.9% |
| YTD | -13.2% | +37.5% | -50.7% | -26.5% |
| 1Y | -7.8% | +34.9% | -42.7% | -21.3% |
| 3Y | +89.3% | +83.4% | +5.9% | +37.2% |
| 5Y | -15.8% | +87.9% | -103.7% | -40.4% |
| All | +246.2% | +114.2% | +132.1% | +112.9% |
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 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