+302.2%
ARMK vs RCAT
-99.9%
+402.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | 0.0% | -3.3% | +3.4% | 0.0% |
| 3M | +6.7% | -43.2% | +49.9% | +7.0% |
| 6M | +38.8% | -43.2% | +82.0% | +39.1% |
| YTD | +55.2% | +5.5% | +49.6% | +54.8% |
| 1Y | +46.6% | -1.6% | +48.3% | +46.1% |
| 3Y | +112.9% | +773.7% | -660.8% | +108.5% |
| 5Y | +144.0% | +187.6% | -43.7% | +139.3% |
| 10Y | +132.4% | -98.5% | +230.9% | +119.2% |
| All | +302.2% | -99.9% | +402.1% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling