+380.4%
RCL vs ARMK
+123.7%
+256.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | -1.8% |
| 7D | +6.5% | -2.6% | +9.1% | +8.2% |
| 30D | +15.9% | -5.2% | +21.1% | +19.7% |
| 3M | +2.7% | -6.5% | +9.2% | +6.4% |
| 6M | +15.2% | +15.3% | 0.0% | +2.0% |
| YTD | +19.2% | +43.6% | -24.4% | -10.8% |
| 1Y | +31.6% | +42.1% | -10.4% | -0.8% |
| 3Y | +274.2% | +94.0% | +180.2% | +117.3% |
| 5Y | +250.1% | +96.3% | +153.8% | +103.2% |
| All | +380.4% | +123.7% | +256.7% | +186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling