+42.1%
RF vs ARMK
+96.3%
-54.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -2.4% |
| 7D | -0.9% | -2.6% | +1.7% | +0.2% |
| 30D | +6.0% | -5.2% | +11.2% | +8.3% |
| 3M | -8.9% | -6.5% | -2.4% | -6.6% |
| 6M | +2.3% | +15.3% | -12.9% | -6.0% |
| YTD | +7.6% | +43.6% | -36.0% | -12.1% |
| 1Y | +21.2% | +42.1% | -20.9% | -0.5% |
| 3Y | +108.5% | +94.0% | +14.5% | +41.3% |
| All | +42.1% | +96.3% | -54.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling