+149.1%
ARMK vs RJF
+105.7%
+43.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +1.7% | +1.8% | -0.1% | +0.9% |
| 30D | +3.1% | 0.0% | +3.1% | +3.0% |
| 3M | +9.2% | +18.0% | -8.7% | +0.8% |
| 6M | +43.7% | +17.0% | +26.7% | +32.8% |
| YTD | +57.4% | +11.1% | +46.3% | +47.7% |
| 1Y | +51.9% | +8.0% | +43.9% | +44.2% |
| 3Y | +125.4% | +73.3% | +52.1% | +62.1% |
| 5Y | +149.1% | +107.4% | +41.7% | +50.9% |
| All | +149.1% | +105.7% | +43.4% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling