+354.9%
ROK vs ARMK
+134.7%
+220.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +0.2% | +0.3% | -0.2% | 0.0% |
| 30D | -1.8% | +2.4% | -4.2% | -2.8% |
| 3M | -7.2% | +6.1% | -13.2% | -9.3% |
| 6M | +14.2% | +41.8% | -27.6% | 0.0% |
| YTD | +10.6% | +55.5% | -45.0% | -6.5% |
| 1Y | +25.9% | +49.6% | -23.7% | +7.8% |
| 3Y | +50.8% | +122.8% | -72.0% | +10.8% |
| 5Y | +47.0% | +151.0% | -104.0% | +2.4% |
| 10Y | +354.9% | +138.0% | +216.9% | +225.1% |
| All | +354.9% | +134.7% | +220.2% | +225.1% |
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