-19.3%
RMD vs ARMK
+144.6%
-163.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | +2.2% | 0.0% | +2.2% | +2.0% |
| 3M | +17.8% | +6.7% | +11.2% | +15.5% |
| 6M | -11.3% | +38.8% | -50.2% | -19.7% |
| YTD | -4.4% | +55.2% | -59.6% | -16.3% |
| 1Y | -15.7% | +46.6% | -62.3% | -25.1% |
| 3Y | +47.7% | +112.9% | -65.2% | +15.8% |
| All | -19.3% | +144.6% | -163.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling