+180.1%
RL vs ARMK
+299.4%
-119.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.5% | -5.7% |
| 7D | -4.7% | -10.2% | +5.5% | -0.3% |
| 30D | +3.6% | -9.3% | +12.8% | +7.7% |
| 3M | +0.5% | -11.4% | +11.9% | +5.2% |
| 6M | +6.6% | +11.6% | -5.0% | +0.5% |
| YTD | +8.8% | +37.5% | -28.6% | -6.5% |
| 1Y | +21.8% | +34.9% | -13.2% | +5.4% |
| 3Y | +245.8% | +83.4% | +162.4% | +158.5% |
| 5Y | +230.0% | +87.9% | +142.1% | +142.6% |
| 10Y | +369.4% | +117.0% | +252.4% | +233.2% |
| All | +180.1% | +299.4% | -119.3% | +81.3% |
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