+712.5%
BX vs ARMK
+330.5%
+382.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | +8.2% | -1.3% | +9.5% | +8.3% |
| 3M | -12.7% | -2.5% | -10.2% | -12.4% |
| 6M | +1.0% | +20.8% | -19.8% | -7.4% |
| YTD | -17.2% | +48.2% | -65.4% | -30.3% |
| 1Y | -11.6% | +45.7% | -57.3% | -25.1% |
| 3Y | +36.8% | +96.6% | -59.8% | +2.1% |
| 5Y | +4.8% | +106.6% | -101.8% | -23.2% |
| 10Y | +672.8% | +132.6% | +540.2% | +422.7% |
| All | +712.5% | +330.5% | +382.0% | +358.4% |
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