+346.0%
RL vs ARMK
+130.7%
+215.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.4% | +2.8% | -7.2% | -5.5% |
| 30D | +5.6% | -1.8% | +7.3% | +6.2% |
| 3M | -0.6% | -10.9% | +10.2% | +4.1% |
| 6M | +15.5% | +21.2% | -5.8% | +4.7% |
| YTD | +12.3% | +47.0% | -34.7% | -6.7% |
| 1Y | +19.3% | +42.9% | -23.6% | +0.4% |
| 3Y | +255.5% | +95.0% | +160.5% | +156.8% |
| 5Y | +247.1% | +106.2% | +140.8% | +143.0% |
| 10Y | +346.0% | +131.6% | +214.4% | +230.1% |
| All | +346.0% | +130.7% | +215.3% | +230.1% |
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