-18.7%
RMBS vs ARMK
+44.4%
-63.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.2% |
| 7D | +3.0% | +2.8% | +0.2% | +1.6% |
| 30D | -15.5% | -1.8% | -13.7% | -14.4% |
| 3M | -11.5% | -10.9% | -0.6% | -6.7% |
| 6M | -36.5% | +21.2% | -57.8% | -42.6% |
| YTD | -7.1% | +47.0% | -54.1% | -19.4% |
| 1Y | -18.7% | +42.9% | -61.5% | -29.2% |
| All | -18.7% | +44.4% | -63.1% | -29.2% |
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