+345.6%
RCL vs ARMK
+131.8%
+213.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.5% |
| 7D | -5.1% | -2.4% | -2.7% | -3.4% |
| 30D | -19.0% | 0.0% | -19.0% | -19.4% |
| 3M | -9.6% | +6.7% | -16.2% | -14.1% |
| 6M | -6.7% | +38.8% | -45.5% | -27.2% |
| YTD | -3.9% | +55.2% | -59.1% | -31.5% |
| 1Y | -25.1% | +46.6% | -71.7% | -44.3% |
| 3Y | +179.1% | +112.9% | +66.2% | +52.5% |
| 5Y | +243.3% | +144.0% | +99.3% | +72.1% |
| All | +345.6% | +131.8% | +213.8% | +154.7% |
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