+833.4%
RCL vs ARMK
+330.5%
+502.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | +8.5% | -0.7% | +9.2% | +8.7% |
| 30D | +20.4% | -1.3% | +21.7% | +20.8% |
| 3M | +11.0% | -2.5% | +13.5% | +11.6% |
| 6M | +24.9% | +20.8% | +4.1% | +7.1% |
| YTD | +23.9% | +48.2% | -24.3% | -8.9% |
| 1Y | +30.8% | +45.7% | -14.9% | -2.6% |
| 3Y | +270.4% | +96.6% | +173.8% | +115.8% |
| 5Y | +296.1% | +106.6% | +189.5% | +125.0% |
| 10Y | +375.0% | +132.6% | +242.5% | +160.8% |
| All | +833.4% | +330.5% | +502.9% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling