-34.7%
ROL vs ARMK
+41.1%
-75.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +6.9% | +3.6% |
| 7D | +14.6% | -5.8% | +20.4% | +15.9% |
| 30D | +29.3% | -5.3% | +34.5% | +30.4% |
| 3M | +2.0% | -6.7% | +8.7% | +3.1% |
| 6M | -28.5% | +17.4% | -45.9% | -34.3% |
| YTD | -35.3% | +43.0% | -78.3% | -43.7% |
| 1Y | -34.7% | +40.3% | -75.0% | -42.9% |
| All | -34.7% | +41.1% | -75.8% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling