+49.6%
ARMK vs RJF
+7.7%
+41.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +2.4% | -2.0% | +4.4% | +2.7% |
| 3M | +6.1% | +16.3% | -10.3% | +3.0% |
| 6M | +41.8% | +16.9% | +24.8% | +37.2% |
| YTD | +55.5% | +10.4% | +45.1% | +48.3% |
| 1Y | +49.6% | +7.4% | +42.2% | +43.9% |
| All | +49.6% | +7.7% | +41.9% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling