+569.1%
RMBS vs ARMK
+134.7%
+434.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.3% |
| 7D | +3.5% | +0.3% | +3.1% | +3.3% |
| 30D | -8.6% | +2.4% | -11.0% | -9.5% |
| 3M | -40.3% | +6.1% | -46.4% | -41.7% |
| 6M | -1.0% | +41.8% | -42.7% | -13.0% |
| YTD | -4.6% | +55.5% | -60.2% | -19.1% |
| 1Y | +17.6% | +49.6% | -32.0% | +1.2% |
| 3Y | +58.6% | +122.8% | -64.1% | +19.5% |
| 5Y | +270.9% | +151.0% | +119.9% | +168.0% |
| 10Y | +569.1% | +137.9% | +431.1% | +382.4% |
| All | +569.1% | +134.7% | +434.3% | +382.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling