+272.1%
ARMK vs RCAT
-100.0%
+372.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +18.6% | -14.2% | +4.3% |
| 7D | -2.6% | -12.7% | +10.1% | -2.6% |
| 30D | -5.2% | -34.3% | +29.1% | -5.0% |
| 3M | -6.5% | -53.4% | +46.9% | -6.1% |
| 6M | +15.3% | -62.0% | +77.2% | +15.8% |
| YTD | +43.6% | -49.1% | +92.6% | +43.8% |
| 1Y | +42.1% | -53.1% | +95.2% | +42.3% |
| 3Y | +94.0% | +318.7% | -224.7% | +90.8% |
| 5Y | +96.3% | +48.5% | +47.7% | +93.4% |
| 10Y | +126.7% | -99.6% | +226.3% | +114.8% |
| All | +272.1% | -100.0% | +372.1% | +251.0% |
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