+17.6%
RMBS vs ARMK
+48.9%
-31.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | +3.5% | +0.3% | +3.1% | +3.3% |
| 30D | -8.6% | +2.4% | -11.0% | -9.6% |
| 3M | -40.3% | +6.1% | -46.4% | -42.0% |
| 6M | -1.0% | +41.8% | -42.7% | -18.5% |
| YTD | -4.6% | +55.5% | -60.2% | -25.0% |
| 1Y | +17.6% | +49.6% | -32.0% | -1.9% |
| All | +17.6% | +48.9% | -31.3% | -1.9% |
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