-18.7%
RIG vs ARMK
+96.4%
-115.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.3% | +7.1% | -2.8% | +1.9% |
| 30D | -5.8% | -1.6% | -4.2% | -5.5% |
| 3M | -6.7% | -10.5% | +3.9% | -3.5% |
| 6M | -18.7% | +11.8% | -30.4% | -22.8% |
| YTD | +28.8% | +47.3% | -18.4% | +7.7% |
| 1Y | +28.8% | +41.5% | -12.7% | +9.5% |
| All | -18.7% | +96.4% | -115.1% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling