+302.2%
ARMK vs RGEN
+1,242.9%
-940.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.4% | -4.9% | +2.5% | -1.9% |
| 30D | 0.0% | +5.7% | -5.7% | -0.7% |
| 3M | +6.7% | +32.4% | -25.8% | +2.8% |
| 6M | +38.8% | +33.2% | +5.6% | +33.1% |
| YTD | +55.2% | +2.3% | +52.9% | +53.5% |
| 1Y | +46.6% | +39.0% | +7.6% | +39.4% |
| 3Y | +112.9% | -4.6% | +117.5% | +106.4% |
| 5Y | +144.0% | -42.7% | +186.7% | +141.3% |
| 10Y | +132.4% | +433.6% | -301.2% | +77.6% |
| All | +302.2% | +1,242.9% | -940.8% | +179.6% |
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