+119.3%
ARMK vs REPL
-6.0%
+125.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | 0.0% | +27.1% | -27.1% | -0.9% |
| 3M | +6.7% | +52.4% | -45.7% | +3.5% |
| 6M | +38.8% | +107.4% | -68.6% | +28.2% |
| YTD | +55.2% | +54.7% | +0.5% | +44.9% |
| 1Y | +46.6% | +158.9% | -112.3% | +30.4% |
| 3Y | +112.9% | -23.7% | +136.6% | +82.8% |
| 5Y | +144.0% | -54.3% | +198.3% | +114.1% |
| All | +119.3% | -6.0% | +125.3% | +62.9% |
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 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