+272.1%
ARMK vs RVTY
+317.9%
-45.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.6% | +3.5% |
| 7D | -2.6% | -1.2% | -1.4% | -2.3% |
| 30D | -5.2% | +1.0% | -6.2% | -5.7% |
| 3M | -6.5% | +35.8% | -42.3% | -16.6% |
| 6M | +15.3% | +56.7% | -41.4% | -3.1% |
| YTD | +43.6% | +60.7% | -17.1% | +18.4% |
| 1Y | +42.1% | +73.7% | -31.6% | +13.6% |
| 3Y | +94.0% | +82.8% | +11.2% | +46.6% |
| 5Y | +96.3% | -7.0% | +103.3% | +87.0% |
| 10Y | +126.7% | +212.3% | -85.6% | +16.3% |
| All | +272.1% | +317.9% | -45.7% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling