+156.9%
RL vs ARMK
+350.8%
-193.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 6M | -1.9% | +38.8% | -40.7% | -15.5% |
| YTD | -0.2% | +55.2% | -55.3% | -18.3% |
| 1Y | +10.7% | +46.6% | -35.9% | -7.3% |
| 3Y | +210.8% | +112.9% | +97.9% | +118.3% |
| 5Y | +238.2% | +144.0% | +94.3% | +124.4% |
| 10Y | +313.4% | +132.4% | +181.0% | +184.5% |
| All | +156.9% | +350.8% | -193.9% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling