+149.1%
ARMK vs RNG
-70.8%
+219.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.0% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +3.1% | +11.4% | -8.3% | +1.5% |
| 3M | +9.2% | +72.1% | -62.9% | +0.6% |
| 6M | +43.7% | +67.9% | -24.3% | +31.5% |
| YTD | +57.4% | +144.3% | -87.0% | +34.1% |
| 1Y | +51.9% | +117.5% | -65.7% | +31.4% |
| 3Y | +125.4% | +123.9% | +1.5% | +87.9% |
| 5Y | +149.1% | -70.1% | +219.2% | +162.9% |
| All | +149.1% | -70.8% | +219.9% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling