+59.9%
RIG vs ARMK
+146.8%
-86.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -8.2% | +0.3% | -8.5% | -8.4% |
| 30D | -0.2% | +2.4% | -2.5% | -1.6% |
| 3M | -2.7% | +6.1% | -8.8% | -5.8% |
| 6M | -7.5% | +41.8% | -49.2% | -23.0% |
| YTD | +38.3% | +55.5% | -17.3% | +9.3% |
| 1Y | +81.8% | +49.6% | +32.3% | +46.0% |
| 3Y | -30.2% | +122.8% | -153.0% | -55.8% |
| 5Y | +59.9% | +151.0% | -91.1% | -10.2% |
| All | +59.9% | +146.8% | -86.9% | -10.2% |
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