+144.5%
ARMK vs RCAT
+183.7%
-39.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | 0.0% | -3.3% | +3.4% | +0.1% |
| 3M | +6.7% | -43.2% | +49.9% | +8.8% |
| 6M | +38.8% | -43.2% | +82.0% | +40.6% |
| YTD | +55.2% | +5.5% | +49.6% | +51.6% |
| 1Y | +46.6% | -1.6% | +48.3% | +42.4% |
| 3Y | +112.9% | +773.7% | -660.8% | +71.1% |
| All | +144.5% | +183.7% | -39.3% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling