+337.3%
ROIV vs ARMK
+91.9%
+245.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.7% | +5.1% |
| 7D | +5.3% | -2.6% | +8.0% | +5.9% |
| 30D | +11.9% | -5.2% | +17.1% | +13.0% |
| 3M | +10.7% | -6.5% | +17.2% | +12.0% |
| 6M | +34.9% | +15.3% | +19.6% | +28.9% |
| YTD | +79.2% | +43.6% | +35.6% | +60.4% |
| 1Y | +89.0% | +42.1% | +47.0% | +69.5% |
| 3Y | +337.3% | +94.0% | +243.3% | +254.3% |
| All | +337.3% | +91.9% | +245.4% | +254.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling