+131.6%
ARMK vs RCAT
-99.7%
+231.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +2.8% | +7.2% | -4.5% | +2.7% |
| 30D | -1.8% | -20.4% | +18.6% | -1.6% |
| 3M | -10.9% | -59.8% | +48.9% | -10.3% |
| 6M | +21.2% | -61.9% | +83.1% | +21.9% |
| YTD | +47.0% | -45.9% | +92.9% | +47.2% |
| 1Y | +42.9% | -50.5% | +93.4% | +43.1% |
| 3Y | +95.0% | +387.5% | -292.5% | +91.0% |
| 5Y | +106.2% | +70.9% | +35.3% | +102.5% |
| 10Y | +131.6% | -99.7% | +231.3% | +120.6% |
| All | +131.6% | -99.7% | +231.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling