-42.2%
RIG vs ARMK
+146.1%
-188.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -3.5% |
| 7D | -3.1% | +3.1% | -6.2% | -4.8% |
| 30D | -0.5% | -2.8% | +2.3% | +0.8% |
| 3M | -6.0% | +7.6% | -13.6% | -10.3% |
| 6M | -10.1% | +47.9% | -58.0% | -29.3% |
| YTD | +37.3% | +60.0% | -22.7% | +2.7% |
| 1Y | +73.9% | +52.2% | +21.7% | +33.3% |
| 3Y | -30.2% | +131.4% | -161.6% | -59.2% |
| 5Y | +62.5% | +163.2% | -100.8% | -14.4% |
| All | -42.2% | +146.1% | -188.3% | -60.0% |
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