+272.1%
ARMK vs RGEN
+1,290.1%
-1,018.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +4.1% |
| 7D | -2.6% | -1.9% | -0.7% | -2.4% |
| 30D | -5.2% | +3.7% | -8.9% | -5.7% |
| 3M | -6.5% | +8.8% | -15.3% | -7.7% |
| 6M | +15.3% | +38.0% | -22.7% | +10.1% |
| YTD | +43.6% | +5.9% | +37.7% | +41.1% |
| 1Y | +42.1% | +19.7% | +22.4% | +37.5% |
| 3Y | +94.0% | +20.5% | +73.5% | +83.3% |
| 5Y | +96.3% | -35.0% | +131.2% | +91.7% |
| 10Y | +126.7% | +540.9% | -414.2% | +70.1% |
| All | +272.1% | +1,290.1% | -1,018.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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