+131.6%
ARMK vs RNG
+248.5%
-116.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | +2.8% | -3.5% | +6.3% | +3.3% |
| 30D | -1.8% | -3.8% | +2.0% | -1.4% |
| 3M | -10.9% | +18.6% | -29.4% | -13.3% |
| 6M | +21.2% | +69.2% | -48.0% | +10.8% |
| YTD | +47.0% | +161.9% | -114.9% | +23.2% |
| 1Y | +42.9% | +176.2% | -133.4% | +18.7% |
| 3Y | +95.0% | +174.5% | -79.5% | +57.2% |
| 5Y | +106.2% | -71.9% | +178.2% | +119.6% |
| 10Y | +131.6% | +235.4% | -103.8% | +76.0% |
| All | +131.6% | +248.5% | -116.9% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling