+284.0%
ARMK vs RNG
+327.3%
-43.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | -0.7% | -6.0% | +5.3% | +0.1% |
| 30D | -1.3% | -7.4% | +6.0% | -0.4% |
| 3M | -2.5% | +14.6% | -17.1% | -4.7% |
| 6M | +20.8% | +61.5% | -40.7% | +11.2% |
| YTD | +48.2% | +155.7% | -107.5% | +25.0% |
| 1Y | +45.7% | +172.5% | -126.7% | +21.7% |
| 3Y | +96.6% | +168.0% | -71.5% | +59.7% |
| 5Y | +106.6% | -73.8% | +180.4% | +120.6% |
| 10Y | +132.6% | +240.3% | -107.7% | +61.1% |
| All | +284.0% | +327.3% | -43.3% | +156.9% |
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 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