-15.8%
BURL vs ARMK
+90.4%
-106.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -1.1% |
| 7D | +3.5% | -10.2% | +13.7% | +8.8% |
| 30D | -9.3% | -9.3% | 0.0% | -5.3% |
| 3M | -32.1% | -11.4% | -20.7% | -28.6% |
| 6M | -19.8% | +11.6% | -31.4% | -25.9% |
| YTD | -13.2% | +37.5% | -50.7% | -28.9% |
| 1Y | -7.8% | +34.9% | -42.7% | -23.8% |
| 3Y | +89.3% | +83.4% | +5.9% | +25.4% |
| 5Y | -15.8% | +87.9% | -103.7% | -49.0% |
| All | -15.8% | +90.4% | -106.2% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling