+872.3%
BURL vs ARMK
+350.8%
+521.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -2.8% | -2.4% | -0.4% | -1.7% |
| 30D | -28.2% | 0.0% | -28.2% | -28.4% |
| 3M | -17.6% | +6.7% | -24.3% | -20.3% |
| 6M | -11.8% | +38.8% | -50.6% | -24.7% |
| YTD | -8.1% | +55.2% | -63.3% | -25.8% |
| 1Y | -12.0% | +46.6% | -58.6% | -27.2% |
| 3Y | +63.3% | +112.9% | -49.6% | +11.6% |
| 5Y | -10.8% | +144.0% | -154.8% | -43.3% |
| 10Y | +215.9% | +132.4% | +83.5% | +87.3% |
| All | +872.3% | +350.8% | +521.4% | +425.6% |
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