-5.9%
RMD vs ARMK
+107.5%
-113.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -1.0% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | +2.5% | -0.4% | +2.8% | +2.4% |
| 3M | +11.5% | -2.0% | +13.5% | +11.6% |
| 6M | +14.7% | +22.0% | -7.3% | +7.0% |
| YTD | -1.3% | +49.6% | -50.9% | -13.7% |
| 1Y | -5.3% | +46.4% | -51.6% | -16.7% |
| 3Y | +68.8% | +103.2% | -34.5% | +30.9% |
| 5Y | -5.9% | +108.1% | -114.0% | -31.2% |
| All | -5.9% | +107.5% | -113.4% | -31.2% |
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 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