+50.1%
RIO vs ARMK
+91.9%
-41.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.3% |
| 7D | +2.2% | -2.6% | +4.9% | +2.8% |
| 30D | -10.1% | -5.2% | -4.9% | -9.1% |
| 3M | -14.1% | -6.5% | -7.6% | -13.1% |
| 6M | -18.9% | +15.3% | -34.2% | -22.2% |
| YTD | +9.9% | +43.6% | -33.7% | -0.1% |
| 1Y | +27.0% | +42.1% | -15.1% | +15.6% |
| 3Y | +50.1% | +94.0% | -43.9% | +30.2% |
| All | +50.1% | +91.9% | -41.9% | +30.2% |
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 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