+24.3%
BX vs ARMK
+148.1%
-123.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.5% |
| 7D | -2.0% | +1.7% | -3.7% | -3.0% |
| 30D | -2.3% | +3.1% | -5.4% | -4.5% |
| 3M | +18.5% | +9.2% | +9.3% | +11.7% |
| 6M | +23.7% | +43.7% | -20.0% | -2.7% |
| YTD | -10.4% | +57.4% | -67.7% | -33.7% |
| 1Y | -19.6% | +51.9% | -71.4% | -39.3% |
| 3Y | +30.8% | +125.4% | -94.6% | -27.2% |
| 5Y | +24.3% | +149.1% | -124.7% | -35.8% |
| All | +24.3% | +148.1% | -123.8% | -35.8% |
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