-8.4%
BURL vs ARMK
+40.7%
-49.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.2% |
| 7D | +4.1% | -2.6% | +6.7% | +4.4% |
| 30D | -9.5% | -5.2% | -4.3% | -8.8% |
| 3M | -33.5% | -6.5% | -27.0% | -32.7% |
| 6M | -22.1% | +15.3% | -37.4% | -26.1% |
| YTD | -14.6% | +43.6% | -58.2% | -25.0% |
| 1Y | -8.4% | +42.1% | -50.4% | -19.1% |
| All | -8.4% | +40.7% | -49.0% | -19.1% |
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