+347.8%
RMD vs ARMK
+121.8%
+226.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.1% | -2.2% |
| 7D | +2.3% | -2.6% | +5.0% | +2.6% |
| 30D | +4.1% | -5.2% | +9.3% | +4.7% |
| 3M | +5.7% | -6.5% | +12.2% | +6.4% |
| 6M | +12.9% | +15.3% | -2.4% | +10.5% |
| YTD | -1.5% | +43.6% | -45.1% | -6.4% |
| 1Y | -4.8% | +42.1% | -46.8% | -9.3% |
| 3Y | +57.5% | +94.0% | -36.5% | +44.0% |
| 5Y | -5.5% | +96.3% | -101.7% | -14.4% |
| All | +347.8% | +121.8% | +226.0% | +372.6% |
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 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