+136.8%
ARMK vs RNG
+223.4%
-86.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -0.9% | -9.6% | +8.7% | +0.4% |
| 30D | -5.9% | +8.8% | -14.8% | -7.2% |
| 3M | +6.7% | +78.6% | -71.9% | -2.6% |
| 6M | +42.5% | +70.3% | -27.7% | +29.6% |
| YTD | +55.1% | +140.3% | -85.2% | +32.0% |
| 1Y | +50.3% | +126.6% | -76.3% | +28.6% |
| 3Y | +122.2% | +120.2% | +2.0% | +85.2% |
| 5Y | +155.2% | -68.3% | +223.5% | +165.7% |
| All | +136.8% | +223.4% | -86.6% | +74.5% |
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