+94.0%
ARMK vs RRC
+36.3%
+57.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.9% | +7.4% | +4.8% |
| 7D | -2.6% | -10.8% | +8.2% | -1.3% |
| 30D | -5.2% | +22.3% | -27.5% | -7.4% |
| 3M | -6.5% | +26.6% | -33.1% | -9.1% |
| 6M | +15.3% | +18.9% | -3.7% | +12.7% |
| YTD | +43.6% | +39.2% | +4.4% | +36.3% |
| 1Y | +42.1% | +34.0% | +8.1% | +35.6% |
| 3Y | +94.0% | +42.0% | +52.0% | +75.3% |
| All | +94.0% | +36.3% | +57.7% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling