+137.9%
ARMK vs RJF
+428.4%
-290.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +2.4% | -2.0% | +4.4% | +3.3% |
| 3M | +6.1% | +16.3% | -10.3% | -2.2% |
| 6M | +41.8% | +16.9% | +24.8% | +30.1% |
| YTD | +55.5% | +10.4% | +45.1% | +45.7% |
| 1Y | +49.6% | +7.4% | +42.2% | +41.7% |
| 3Y | +122.8% | +72.2% | +50.6% | +60.0% |
| 5Y | +151.0% | +105.1% | +45.9% | +60.5% |
| 10Y | +137.9% | +430.9% | -293.0% | +9.3% |
| All | +137.9% | +428.4% | -290.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling