+235.9%
ROIV vs ARMK
+124.1%
+111.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.3% |
| 30D | +1.0% | 0.0% | +0.9% | +0.7% |
| 3M | +18.3% | +6.7% | +11.6% | +15.8% |
| 6M | +18.3% | +38.8% | -20.5% | +6.8% |
| YTD | +61.0% | +55.2% | +5.8% | +40.0% |
| 1Y | +177.9% | +46.6% | +131.3% | +145.4% |
| 3Y | +199.1% | +112.9% | +86.2% | +131.1% |
| 5Y | +250.7% | +144.0% | +106.7% | +161.7% |
| All | +235.9% | +124.1% | +111.8% | +146.2% |
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 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