+793.0%
RMBS vs ARMK
+350.8%
+442.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | -12.2% | 0.0% | -12.2% | -12.3% |
| 3M | -49.5% | +6.7% | -56.2% | -50.8% |
| 6M | -7.1% | +38.8% | -46.0% | -17.5% |
| YTD | -7.0% | +55.2% | -62.2% | -20.6% |
| 1Y | +13.3% | +46.6% | -33.3% | -1.3% |
| 3Y | +49.2% | +112.9% | -63.6% | +15.1% |
| 5Y | +250.0% | +144.0% | +106.0% | +157.4% |
| 10Y | +495.1% | +132.4% | +362.7% | +321.9% |
| All | +793.0% | +350.8% | +442.2% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling