+96.6%
ARMK vs REPL
+100.5%
-4.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.0% |
| 7D | -0.7% | +12.7% | -13.5% | -0.8% |
| 30D | -1.3% | +73.5% | -74.8% | -1.5% |
| 3M | -2.5% | +70.3% | -72.8% | -2.6% |
| 6M | +20.8% | +472.0% | -451.2% | +19.9% |
| YTD | +48.2% | +139.5% | -91.3% | +47.0% |
| 1Y | +45.7% | +167.3% | -121.5% | +44.5% |
| 3Y | +96.6% | +109.5% | -13.0% | +88.1% |
| All | +96.6% | +100.5% | -4.0% | +88.1% |
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 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