+302.2%
ARMK vs RJF
+560.9%
-258.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | 0.0% | -1.3% | +1.3% | +0.5% |
| 3M | +6.7% | +18.9% | -12.2% | -2.2% |
| 6M | +38.8% | +15.0% | +23.8% | +29.0% |
| YTD | +55.2% | +12.2% | +43.0% | +44.8% |
| 1Y | +46.6% | +5.6% | +41.0% | +40.5% |
| 3Y | +112.9% | +74.9% | +38.0% | +55.2% |
| 5Y | +144.0% | +106.6% | +37.3% | +60.8% |
| 10Y | +132.4% | +433.1% | -300.6% | +1.0% |
| All | +302.2% | +560.9% | -258.7% | +62.0% |
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