+265.7%
RMBS vs ARMK
+148.1%
+117.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | +3.0% | +1.7% | +1.3% | +2.0% |
| 30D | -14.4% | +3.1% | -17.5% | -16.1% |
| 3M | -42.8% | +9.2% | -52.1% | -45.9% |
| 6M | -1.4% | +43.7% | -45.1% | -20.8% |
| YTD | -5.4% | +57.4% | -62.8% | -28.2% |
| 1Y | +18.6% | +51.9% | -33.3% | -8.1% |
| 3Y | +57.3% | +125.4% | -68.1% | -3.1% |
| 5Y | +265.7% | +149.1% | +116.6% | +108.6% |
| All | +265.7% | +148.1% | +117.6% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling