+794.3%
BX vs ARMK
+350.8%
+443.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -4.4% | -2.4% | -2.0% | -3.5% |
| 30D | +0.1% | 0.0% | +0.1% | -0.1% |
| 3M | +16.0% | +6.7% | +9.4% | +12.8% |
| 6M | +21.6% | +38.8% | -17.2% | +5.8% |
| YTD | -8.9% | +55.2% | -64.1% | -24.3% |
| 1Y | -16.6% | +46.6% | -63.2% | -29.2% |
| 3Y | +43.3% | +112.9% | -69.6% | +4.1% |
| 5Y | +25.7% | +144.0% | -118.3% | -12.9% |
| 10Y | +689.5% | +132.4% | +557.1% | +439.7% |
| All | +794.3% | +350.8% | +443.4% | +397.7% |
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