+29.0%
RMBS vs ARMK
+97.7%
-68.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.7% |
| 7D | -8.4% | -0.7% | -7.7% | -7.6% |
| 30D | -24.9% | -1.3% | -23.5% | -23.7% |
| 3M | -15.8% | -2.5% | -13.3% | -14.2% |
| 6M | -37.5% | +20.8% | -58.3% | -45.0% |
| YTD | -12.1% | +48.2% | -60.3% | -32.0% |
| 1Y | -27.0% | +45.7% | -72.7% | -43.1% |
| All | +29.0% | +97.7% | -68.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling