-17.4%
RMBS vs ARMK
+41.1%
-58.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.2% | -1.8% | -3.9% |
| 7D | -8.9% | -5.8% | -3.1% | -6.0% |
| 30D | -24.8% | -5.3% | -19.6% | -22.6% |
| 3M | -17.6% | -6.7% | -10.8% | -14.6% |
| 6M | -25.7% | +17.4% | -43.0% | -31.2% |
| YTD | -9.8% | +43.0% | -52.8% | -19.6% |
| 1Y | -17.4% | +40.3% | -57.7% | -26.4% |
| All | -17.4% | +41.1% | -58.5% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling