+131.6%
ARMK vs RJF
+334.0%
-202.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +2.8% | -0.9% | +3.7% | +3.3% |
| 30D | -1.8% | +5.3% | -7.1% | -4.6% |
| 3M | -10.9% | -6.8% | -4.0% | -8.1% |
| 6M | +21.2% | +11.4% | +9.8% | +13.6% |
| YTD | +47.0% | +5.5% | +41.5% | +40.2% |
| 1Y | +42.9% | +3.7% | +39.2% | +37.3% |
| 3Y | +95.0% | +73.4% | +21.6% | +38.1% |
| 5Y | +106.2% | +78.3% | +27.9% | +40.4% |
| 10Y | +131.6% | +328.4% | -196.8% | +11.4% |
| All | +131.6% | +334.0% | -202.4% | +11.4% |
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