+355.9%
RL vs ARMK
+125.8%
+230.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +7.6% | -1.3% | +8.9% | +8.0% |
| 3M | -1.5% | -2.5% | +1.0% | -1.1% |
| 6M | +12.1% | +20.8% | -8.7% | +1.8% |
| YTD | +13.9% | +48.2% | -34.3% | -5.7% |
| 1Y | +20.7% | +45.7% | -25.1% | +0.6% |
| 3Y | +260.6% | +96.6% | +164.0% | +159.5% |
| 5Y | +248.9% | +106.6% | +142.3% | +144.0% |
| 10Y | +355.9% | +132.6% | +223.3% | +236.5% |
| All | +355.9% | +125.8% | +230.1% | +236.5% |
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