+28.8%
RBLX vs ARMK
+96.6%
-67.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +1.2% | +2.7% | -1.4% | +0.5% |
| 30D | +5.0% | -1.5% | +6.5% | +5.4% |
| 3M | +31.5% | -11.6% | +43.1% | +35.5% |
| 6M | +18.9% | +6.7% | +12.2% | +16.3% |
| YTD | -38.4% | +47.4% | -85.8% | -44.9% |
| 1Y | -50.7% | +41.5% | -92.2% | -55.5% |
| 3Y | +28.8% | +95.5% | -66.7% | +8.5% |
| All | +28.8% | +96.6% | -67.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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