+56.8%
RGTI vs ARMK
+160.7%
-103.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -1.5% |
| 7D | +0.5% | +3.1% | -2.7% | -1.7% |
| 30D | -17.1% | -2.8% | -14.3% | -15.4% |
| 3M | -26.0% | +7.6% | -33.6% | -29.9% |
| 6M | -9.9% | +47.9% | -57.8% | -33.3% |
| YTD | -31.1% | +60.0% | -91.1% | -52.1% |
| 1Y | -8.5% | +52.2% | -60.7% | -33.8% |
| 3Y | +652.2% | +131.4% | +520.8% | +302.9% |
| All | +56.8% | +160.7% | -103.9% | -17.8% |
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