+176.2%
RL vs ARMK
+317.2%
-140.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -3.3% |
| 7D | -4.2% | -2.6% | -1.5% | -3.2% |
| 30D | +4.3% | -5.2% | +9.5% | +6.4% |
| 3M | -4.6% | -6.5% | +1.9% | -2.5% |
| 6M | +1.7% | +15.3% | -13.5% | -5.5% |
| YTD | +7.3% | +43.6% | -36.2% | -9.6% |
| 1Y | +20.8% | +42.1% | -21.3% | +2.3% |
| 3Y | +247.0% | +94.0% | +153.0% | +153.0% |
| 5Y | +225.5% | +96.3% | +129.2% | +134.7% |
| 10Y | +363.0% | +126.7% | +236.4% | +222.4% |
| All | +176.2% | +317.2% | -140.9% | +75.4% |
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 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