+298.5%
RIO vs ARMK
+330.5%
-32.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.7% |
| 30D | -10.8% | -1.3% | -9.5% | -10.6% |
| 3M | -15.2% | -2.5% | -12.7% | -15.0% |
| 6M | -18.0% | +20.8% | -38.8% | -22.3% |
| YTD | +11.0% | +48.2% | -37.2% | -0.2% |
| 1Y | +26.4% | +45.7% | -19.4% | +14.0% |
| 3Y | +54.4% | +96.6% | -42.2% | +27.3% |
| 5Y | +98.1% | +106.6% | -8.5% | +58.7% |
| 10Y | +358.5% | +132.6% | +226.0% | +253.7% |
| All | +298.5% | +330.5% | -32.1% | +172.1% |
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 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