+102.9%
ARMK vs REPL
+35.1%
+67.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.0% | -3.5% | +4.2% |
| 7D | -2.6% | +22.8% | -25.4% | -3.3% |
| 30D | -5.2% | +63.8% | -69.0% | -6.9% |
| 3M | -6.5% | +68.1% | -74.6% | -8.4% |
| 6M | +15.3% | +528.5% | -513.2% | +4.4% |
| YTD | +43.6% | +122.4% | -78.8% | +32.3% |
| 1Y | +42.1% | +154.4% | -112.3% | +30.0% |
| 3Y | +94.0% | +68.0% | +26.0% | +56.8% |
| 5Y | +96.3% | -35.4% | +131.6% | +70.4% |
| All | +102.9% | +35.1% | +67.8% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling