+316.1%
RL vs ARMK
+131.6%
+184.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | -0.8% | -2.4% | +1.6% | +0.2% |
| 30D | -7.8% | 0.0% | -7.8% | -8.1% |
| 3M | -4.0% | +6.7% | -10.7% | -7.1% |
| 6M | -1.9% | +38.8% | -40.7% | -15.8% |
| YTD | -0.2% | +55.2% | -55.3% | -18.7% |
| 1Y | +10.7% | +46.6% | -35.9% | -7.7% |
| 3Y | +210.8% | +112.9% | +97.9% | +116.4% |
| 5Y | +238.2% | +144.0% | +94.3% | +122.1% |
| All | +316.1% | +131.6% | +184.5% | +207.5% |
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