+302.2%
ARMK vs RVTY
+250.7%
+51.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | 0.0% | +13.2% | -13.2% | -4.4% |
| 3M | +6.7% | +27.2% | -20.6% | -2.7% |
| 6M | +38.8% | +32.4% | +6.4% | +23.7% |
| YTD | +55.2% | +34.9% | +20.3% | +36.8% |
| 1Y | +46.6% | +52.4% | -5.8% | +22.8% |
| 3Y | +112.9% | +12.3% | +100.6% | +93.2% |
| 5Y | +144.0% | -30.8% | +174.8% | +161.7% |
| 10Y | +132.4% | +150.7% | -18.3% | +29.5% |
| All | +302.2% | +250.7% | +51.5% | +101.5% |
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