+345.8%
RIO vs ARMK
+131.4%
+214.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +2.7% | -3.6% | -1.5% |
| 30D | -9.1% | -1.5% | -7.6% | -8.9% |
| 3M | -13.7% | -11.6% | -2.1% | -11.3% |
| 6M | -24.3% | +6.7% | -31.1% | -25.8% |
| YTD | +8.9% | +47.4% | -38.5% | -1.4% |
| 1Y | +22.7% | +41.5% | -18.8% | +12.0% |
| 3Y | +51.2% | +95.5% | -44.4% | +26.1% |
| 5Y | +88.1% | +108.4% | -20.3% | +52.2% |
| All | +345.8% | +131.4% | +214.5% | +268.1% |
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