+107.7%
ARMK vs REPL
+36.1%
+71.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | -0.6% |
| 7D | +2.8% | +5.3% | -2.5% | +2.6% |
| 30D | -1.8% | +66.6% | -68.4% | -3.6% |
| 3M | -10.9% | +59.6% | -70.4% | -12.5% |
| 6M | +21.2% | +482.4% | -461.1% | +10.3% |
| YTD | +47.0% | +124.1% | -77.1% | +35.4% |
| 1Y | +42.9% | +138.6% | -95.7% | +31.1% |
| 3Y | +95.0% | +96.0% | -1.0% | +55.3% |
| 5Y | +106.2% | -35.4% | +141.6% | +79.1% |
| All | +107.7% | +36.1% | +71.6% | +52.1% |
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