+108.1%
ARMK vs RCAT
+57.4%
+50.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.4% | +0.6% |
| 7D | +7.1% | +15.6% | -8.4% | +6.3% |
| 30D | -1.6% | -24.1% | +22.5% | -0.5% |
| 3M | -10.5% | -61.9% | +51.3% | -6.8% |
| 6M | +11.8% | -64.3% | +76.1% | +15.9% |
| YTD | +47.3% | -50.4% | +97.6% | +48.4% |
| 1Y | +41.5% | -54.0% | +95.5% | +42.7% |
| 3Y | +95.3% | +347.2% | -251.8% | +58.0% |
| 5Y | +108.1% | +45.7% | +62.4% | +75.7% |
| All | +108.1% | +57.4% | +50.7% | +75.7% |
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