+221.9%
RL vs ARMK
+96.3%
+125.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -3.8% |
| 7D | -4.2% | -2.6% | -1.5% | -2.9% |
| 30D | +4.3% | -5.2% | +9.5% | +6.9% |
| 3M | -4.6% | -6.5% | +1.9% | -2.0% |
| 6M | +1.7% | +15.3% | -13.5% | -8.1% |
| YTD | +7.3% | +43.6% | -36.2% | -15.4% |
| 1Y | +20.8% | +42.1% | -21.3% | -4.2% |
| 3Y | +247.0% | +94.0% | +153.0% | +116.8% |
| All | +221.9% | +96.3% | +125.6% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling