+709.1%
BX vs ARMK
+327.1%
+382.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -2.8% | +2.8% | -5.6% | -3.9% |
| 30D | +7.3% | -1.8% | +9.1% | +7.6% |
| 3M | -16.3% | -10.9% | -5.4% | -12.9% |
| 6M | +2.5% | +21.2% | -18.7% | -6.1% |
| YTD | -17.6% | +47.0% | -64.6% | -30.3% |
| 1Y | -12.4% | +42.9% | -55.2% | -25.1% |
| 3Y | +36.2% | +95.0% | -58.8% | +1.9% |
| 5Y | +3.0% | +106.2% | -103.2% | -24.4% |
| 10Y | +680.0% | +131.6% | +548.4% | +428.1% |
| All | +709.1% | +327.1% | +382.0% | +357.9% |
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