+129.4%
ARMK vs RRC
+63.1%
+66.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +0.9% | -10.3% | +11.2% | +2.7% |
| 30D | -0.4% | +19.5% | -19.8% | -3.4% |
| 3M | -2.0% | +27.9% | -29.9% | -6.1% |
| 6M | +22.0% | +21.2% | +0.8% | +17.6% |
| YTD | +49.6% | +39.6% | +10.0% | +40.4% |
| 1Y | +46.4% | +31.3% | +15.1% | +38.5% |
| 3Y | +103.2% | +51.9% | +51.3% | +84.9% |
| 5Y | +108.1% | +110.2% | -2.0% | +73.1% |
| 10Y | +129.4% | +56.7% | +72.8% | +47.1% |
| All | +129.4% | +63.1% | +66.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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