+2.0%
RDW vs ARMK
+134.4%
-132.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -4.5% |
| 7D | +0.9% | +3.1% | -2.3% | -1.3% |
| 30D | -21.3% | -2.8% | -18.5% | -19.7% |
| 3M | -37.9% | +7.6% | -45.4% | -41.3% |
| 6M | +12.3% | +47.9% | -35.6% | -15.8% |
| YTD | +39.7% | +60.0% | -20.3% | -0.5% |
| 1Y | +25.7% | +52.2% | -26.6% | -7.4% |
| 3Y | +230.8% | +131.4% | +99.4% | +86.5% |
| 5Y | -8.8% | +163.2% | -172.0% | -49.9% |
| All | +2.0% | +134.4% | -132.4% | -44.1% |
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