+846.8%
BURL vs ARMK
+315.5%
+531.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.2% | +11.9% | +9.6% |
| 7D | +10.4% | -5.8% | +16.2% | +13.2% |
| 30D | -4.9% | -5.3% | +0.3% | -3.1% |
| 3M | -29.8% | -6.7% | -23.0% | -28.2% |
| 6M | -16.5% | +17.4% | -33.8% | -23.5% |
| YTD | -10.5% | +43.0% | -53.6% | -25.5% |
| 1Y | -5.3% | +40.3% | -45.6% | -20.5% |
| 3Y | +95.1% | +90.8% | +4.2% | +39.2% |
| 5Y | -12.1% | +102.2% | -114.3% | -39.5% |
| 10Y | +273.2% | +125.8% | +147.4% | +123.3% |
| All | +846.8% | +315.5% | +531.3% | +427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling