+231.7%
RF vs ARMK
+130.7%
+101.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -1.3% | +2.8% | -4.1% | -2.9% |
| 30D | +4.6% | -1.8% | +6.4% | +5.1% |
| 3M | -8.4% | -10.9% | +2.4% | -3.3% |
| 6M | +8.9% | +21.2% | -12.4% | -3.2% |
| YTD | +8.8% | +47.0% | -38.2% | -13.2% |
| 1Y | +18.9% | +42.9% | -24.0% | -3.7% |
| 3Y | +116.0% | +95.0% | +21.0% | +43.9% |
| 5Y | +46.0% | +106.2% | -60.2% | -7.8% |
| 10Y | +231.7% | +131.6% | +100.1% | +88.4% |
| All | +231.7% | +130.7% | +101.0% | +88.4% |
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