+130.0%
ARMK vs RVTY
+219.4%
-89.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | -1.8% | +1.7% | -3.5% | -2.4% |
| 3M | -10.9% | +36.8% | -47.7% | -20.6% |
| 6M | +21.2% | +60.1% | -38.9% | +1.4% |
| YTD | +47.0% | +64.0% | -17.0% | +20.7% |
| 1Y | +42.9% | +68.2% | -25.3% | +16.0% |
| 3Y | +95.0% | +88.8% | +6.2% | +45.9% |
| 5Y | +106.2% | -10.5% | +116.8% | +101.7% |
| All | +130.0% | +219.4% | -89.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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