-4.9%
RMD vs ARMK
+40.2%
-45.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.0% |
| 3M | +5.7% | -6.5% | +12.2% | +6.5% |
| 6M | +12.9% | +15.3% | -2.4% | +6.6% |
| YTD | -1.5% | +43.6% | -45.1% | -12.1% |
| All | -4.9% | +40.2% | -45.2% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling