+244.0%
RL vs ARMK
+144.6%
+99.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.5% |
| 7D | -0.8% | -2.4% | +1.6% | +0.5% |
| 30D | -7.8% | 0.0% | -7.8% | -8.2% |
| 3M | -4.0% | +6.7% | -10.7% | -8.0% |
| 6M | -1.9% | +38.8% | -40.7% | -19.9% |
| YTD | -0.2% | +55.2% | -55.3% | -24.1% |
| 1Y | +10.7% | +46.6% | -35.9% | -13.2% |
| 3Y | +210.8% | +112.9% | +97.9% | +85.4% |
| All | +244.0% | +144.6% | +99.4% | +82.4% |
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