+40.3%
ARMK vs RNG
+179.4%
-139.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.2% |
| 7D | -5.8% | -9.6% | +3.7% | -5.6% |
| 30D | -5.3% | -1.4% | -3.9% | -5.2% |
| 3M | -6.7% | +28.8% | -35.5% | -7.0% |
| 6M | +17.4% | +65.6% | -48.2% | +16.7% |
| YTD | +43.0% | +171.4% | -128.4% | +36.9% |
| 1Y | +40.3% | +185.3% | -145.0% | +30.6% |
| All | +40.3% | +179.4% | -139.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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