+135.4%
ARMK vs RRC
+7.9%
+127.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +3.1% | +9.4% | -6.3% | +1.6% |
| 3M | +9.2% | +7.4% | +1.8% | +7.8% |
| 6M | +43.7% | +1.5% | +42.2% | +42.7% |
| YTD | +57.4% | +19.4% | +38.0% | +51.9% |
| 1Y | +51.9% | +24.2% | +27.6% | +45.2% |
| 3Y | +125.4% | +32.8% | +92.6% | +109.9% |
| 5Y | +149.1% | +152.9% | -3.8% | +101.1% |
| 10Y | +135.4% | +3.9% | +131.6% | +56.2% |
| All | +135.4% | +7.9% | +127.5% | +56.2% |
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