+111.4%
ARMK vs REPL
+39.1%
+72.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +4.1% |
| 7D | +0.9% | +14.2% | -13.3% | +0.5% |
| 30D | -0.4% | +65.9% | -66.2% | -2.2% |
| 3M | -2.0% | +84.6% | -86.5% | -4.2% |
| 6M | +22.0% | +446.9% | -425.0% | +11.2% |
| YTD | +49.6% | +129.0% | -79.4% | +37.7% |
| 1Y | +46.4% | +167.9% | -121.5% | +33.6% |
| 3Y | +103.2% | +93.9% | +9.3% | +62.3% |
| 5Y | +108.1% | -33.0% | +141.1% | +80.4% |
| All | +111.4% | +39.1% | +72.3% | +54.7% |
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