-87.5%
RIG vs ARMK
+327.8%
-415.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.3% | +7.1% | -2.8% | +0.5% |
| 30D | -5.8% | -1.6% | -4.2% | -5.3% |
| 3M | -6.7% | -10.5% | +3.9% | -1.7% |
| 6M | -18.7% | +11.8% | -30.4% | -24.4% |
| YTD | +28.8% | +47.3% | -18.4% | +1.7% |
| 1Y | +28.8% | +41.5% | -12.7% | +3.6% |
| 3Y | -20.0% | +95.3% | -115.3% | -47.3% |
| 5Y | +56.0% | +108.1% | -52.1% | -3.1% |
| 10Y | -48.7% | +132.0% | -180.7% | -67.0% |
| All | -87.5% | +327.8% | -415.3% | -92.4% |
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