+268.2%
RMD vs ARMK
+136.6%
+131.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | -4.5% | +1.7% | -6.2% | -4.7% |
| 30D | +4.6% | +3.1% | +1.5% | +4.1% |
| 3M | +14.8% | +9.2% | +5.6% | +13.4% |
| 6M | -12.1% | +43.7% | -55.7% | -16.3% |
| YTD | -7.5% | +57.4% | -64.8% | -13.0% |
| 1Y | -20.1% | +51.9% | -71.9% | -24.5% |
| 3Y | +53.9% | +125.4% | -71.5% | +38.3% |
| 5Y | -22.2% | +149.1% | -171.3% | -31.0% |
| 10Y | +268.2% | +135.4% | +132.8% | +289.8% |
| All | +268.2% | +136.6% | +131.6% | +289.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling