+30.8%
RIO vs ARMK
+41.1%
-10.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.8% | +4.6% |
| 7D | -1.6% | -5.8% | +4.2% | -0.3% |
| 30D | -11.6% | -5.3% | -6.3% | -10.5% |
| 3M | -12.7% | -6.7% | -6.0% | -11.6% |
| 6M | -12.4% | +17.4% | -29.7% | -17.3% |
| YTD | +11.0% | +43.0% | -32.0% | -0.2% |
| 1Y | +30.8% | +40.3% | -9.5% | +18.0% |
| All | +30.8% | +41.1% | -10.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling