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  • RL vs ARMK✓SelectedUSD · ARMKRL vs ARMK performance historyLatest closeAs of+2.03%09/04
Stock and ETF performance explorer

RL vs ARMK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10.7%
ARMK return
+47.4%
Excess return
-36.7%
Maximum drawdown
-18.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioARMKExcessAlpha
1D+2.0%-0.9%+2.9%+2.3%
7D-0.8%-2.4%+1.6%0.0%
30D-7.8%0.0%-7.8%-7.8%
3M-4.0%+6.7%-10.7%-6.5%
6M-1.9%+38.8%-40.7%-15.1%
YTD-0.2%+55.2%-55.3%-18.3%
1Y+10.7%+46.6%-35.9%-6.7%
All+10.7%+47.4%-36.7%-6.7%

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