+121.6%
ARMK vs RRC
+34.3%
+87.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | 0.0% | +10.1% | -10.1% | -1.1% |
| 3M | +6.7% | +4.0% | +2.7% | +6.1% |
| 6M | +38.8% | +1.6% | +37.2% | +38.0% |
| YTD | +55.2% | +19.7% | +35.5% | +50.3% |
| 1Y | +46.6% | +21.4% | +25.2% | +41.2% |
| All | +121.6% | +34.3% | +87.3% | +110.4% |
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