+759.2%
RMBS vs ARMK
+328.3%
+431.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.3% | +2.7% | +7.7% | +9.3% |
| 30D | -10.7% | -1.5% | -9.2% | -9.8% |
| 3M | -17.2% | -11.6% | -5.7% | -13.1% |
| 6M | -39.0% | +6.7% | -45.8% | -40.3% |
| YTD | -10.5% | +47.4% | -57.9% | -21.8% |
| 1Y | -11.0% | +41.5% | -52.5% | -21.2% |
| 3Y | +31.3% | +95.5% | -64.2% | +4.7% |
| 5Y | +242.8% | +108.4% | +134.4% | +165.9% |
| 10Y | +536.9% | +132.3% | +404.7% | +356.6% |
| All | +759.2% | +328.3% | +431.0% | +510.2% |
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 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