+495.0%
RMD vs ARMK
+350.8%
+144.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -5.0% | -2.4% | -2.6% | -4.7% |
| 30D | +2.2% | 0.0% | +2.2% | +2.1% |
| 3M | +17.8% | +6.7% | +11.2% | +16.7% |
| 6M | -11.3% | +38.8% | -50.2% | -15.6% |
| YTD | -4.4% | +55.2% | -59.6% | -10.5% |
| 1Y | -15.7% | +46.6% | -62.3% | -20.5% |
| 3Y | +47.7% | +112.9% | -65.2% | +32.0% |
| 5Y | -19.2% | +144.0% | -163.2% | -29.3% |
| 10Y | +280.4% | +132.4% | +148.0% | +270.8% |
| All | +495.0% | +350.8% | +144.2% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling