+273.8%
ROIV vs ARMK
+107.3%
+166.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.7% | +4.9% |
| 7D | +5.3% | -2.6% | +8.0% | +6.0% |
| 30D | +11.9% | -5.2% | +17.1% | +13.3% |
| 3M | +10.7% | -6.5% | +17.2% | +12.3% |
| 6M | +34.9% | +15.3% | +19.6% | +28.4% |
| YTD | +79.2% | +43.6% | +35.6% | +58.9% |
| 1Y | +89.0% | +42.1% | +47.0% | +68.0% |
| 3Y | +337.3% | +94.0% | +243.3% | +246.6% |
| 5Y | +402.3% | +96.3% | +306.1% | +282.4% |
| All | +273.8% | +107.3% | +166.5% | +179.5% |
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