+15.3%
ARMK vs RCAT
-60.9%
+76.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +18.6% | -14.2% | +3.2% |
| 7D | -2.6% | -12.7% | +10.1% | -2.4% |
| 30D | -5.2% | -34.3% | +29.1% | -4.4% |
| 3M | -6.5% | -53.4% | +46.9% | -4.7% |
| 6M | +15.3% | -62.0% | +77.2% | +18.5% |
| All | +15.3% | -60.9% | +76.2% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling