+284.0%
ARMK vs RJF
+525.3%
-241.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -0.7% | +4.0% | -4.7% | -2.6% |
| 30D | -1.3% | +6.1% | -7.5% | -4.3% |
| 3M | -2.5% | -5.8% | +3.3% | -0.1% |
| 6M | +20.8% | +9.7% | +11.1% | +14.6% |
| YTD | +48.2% | +6.2% | +42.0% | +41.4% |
| 1Y | +45.7% | +5.3% | +40.4% | +39.5% |
| 3Y | +96.6% | +74.4% | +22.1% | +42.9% |
| 5Y | +106.6% | +81.6% | +25.0% | +44.5% |
| 10Y | +132.6% | +333.6% | -201.0% | +8.8% |
| All | +284.0% | +525.3% | -241.2% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling