+59.7%
RGTI vs ARMK
+116.6%
-56.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.1% |
| 7D | +5.5% | +1.7% | +3.8% | +4.4% |
| 30D | -11.9% | +3.1% | -15.0% | -13.7% |
| 3M | -27.4% | +9.2% | -36.6% | -31.7% |
| 6M | -7.1% | +43.7% | -50.7% | -28.4% |
| YTD | -28.6% | +57.4% | -86.0% | -48.5% |
| 1Y | +4.4% | +51.9% | -47.5% | -22.6% |
| 3Y | +698.5% | +125.4% | +573.1% | +360.7% |
| 5Y | +64.2% | +149.1% | -84.9% | -7.2% |
| All | +59.7% | +116.6% | -56.9% | -10.1% |
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 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