+109.4%
ARMK vs REPL
+45.5%
+63.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.1% |
| 7D | -0.7% | +12.7% | -13.5% | -1.1% |
| 30D | -1.3% | +73.5% | -74.8% | -3.2% |
| 3M | -2.5% | +70.3% | -72.8% | -4.4% |
| 6M | +20.8% | +472.0% | -451.2% | +10.0% |
| YTD | +48.2% | +139.5% | -91.3% | +36.2% |
| 1Y | +45.7% | +167.3% | -121.5% | +33.2% |
| 3Y | +96.6% | +109.5% | -13.0% | +56.2% |
| 5Y | +106.6% | -29.9% | +136.5% | +78.7% |
| All | +109.4% | +45.5% | +63.9% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling