+281.0%
ARMK vs RNG
+337.7%
-56.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| YTD | +47.0% | +161.9% | -114.9% | +23.6% |
| 1Y | +42.9% | +176.2% | -133.4% | +19.1% |
| 3Y | +95.0% | +174.5% | -79.5% | +57.9% |
| 5Y | +106.2% | -71.9% | +178.2% | +118.1% |
| 10Y | +131.6% | +235.4% | -103.8% | +60.8% |
| All | +281.0% | +337.7% | -56.7% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling