+217.2%
ROL vs ARMK
+130.7%
+86.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.8% | +2.8% | -2.0% | +0.3% |
| 30D | +20.6% | -1.8% | +22.4% | +20.7% |
| 3M | +4.5% | -10.9% | +15.4% | +6.0% |
| 6M | -26.5% | +21.2% | -47.8% | -28.8% |
| YTD | -34.8% | +47.0% | -81.9% | -38.5% |
| 1Y | -33.2% | +42.9% | -76.1% | -36.7% |
| 3Y | +4.5% | +95.0% | -90.5% | -5.6% |
| 5Y | +15.5% | +106.2% | -90.7% | +2.7% |
| 10Y | +217.2% | +131.6% | +85.6% | +195.1% |
| All | +217.2% | +130.7% | +86.5% | +195.1% |
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