+302.2%
ARMK vs RRC
-43.8%
+346.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | 0.0% | +10.1% | -10.1% | -1.3% |
| 3M | +6.7% | +4.0% | +2.7% | +5.9% |
| 6M | +38.8% | +1.6% | +37.2% | +37.9% |
| YTD | +55.2% | +19.7% | +35.5% | +50.4% |
| 1Y | +46.6% | +21.4% | +25.2% | +41.4% |
| 3Y | +112.9% | +29.7% | +83.2% | +100.8% |
| 5Y | +144.0% | +153.9% | -9.9% | +103.2% |
| 10Y | +132.4% | +10.8% | +121.6% | +68.2% |
| All | +302.2% | -43.8% | +346.0% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling