+95.5%
ARMK vs REPL
+97.7%
-2.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.7% | +1.2% | +1.4% | +2.7% |
| 30D | -1.5% | +92.2% | -93.7% | -1.7% |
| 3M | -11.6% | +44.1% | -55.7% | -11.7% |
| 6M | +6.7% | +313.0% | -306.3% | +6.1% |
| YTD | +47.4% | +125.2% | -77.8% | +46.3% |
| 1Y | +41.5% | +143.8% | -102.3% | +40.4% |
| 3Y | +95.5% | +104.2% | -8.7% | +86.9% |
| All | +95.5% | +97.7% | -2.2% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling