+373.0%
RL vs ARMK
+131.1%
+241.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.6% | +4.0% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | +1.0% | -2.0% | +3.0% | +1.2% |
| 6M | +11.8% | +22.0% | -10.2% | +1.2% |
| YTD | +13.6% | +49.6% | -36.0% | -6.3% |
| 1Y | +24.0% | +46.4% | -22.3% | +3.3% |
| 3Y | +256.6% | +103.2% | +153.4% | +153.0% |
| 5Y | +240.2% | +108.1% | +132.1% | +137.4% |
| 10Y | +373.0% | +129.4% | +243.5% | +249.3% |
| All | +373.0% | +131.1% | +241.8% | +249.3% |
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