+220.7%
ROL vs ARMK
+131.4%
+89.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +3.0% | +2.7% | +0.3% | +2.6% |
| 30D | +19.8% | -1.5% | +21.3% | +19.8% |
| 3M | +7.9% | -11.6% | +19.5% | +9.6% |
| 6M | -25.6% | +6.7% | -32.4% | -26.6% |
| YTD | -34.1% | +47.4% | -81.6% | -37.9% |
| 1Y | -31.4% | +41.5% | -72.9% | -34.9% |
| 3Y | +4.7% | +95.5% | -90.9% | -5.5% |
| 5Y | +15.6% | +108.4% | -92.8% | +2.6% |
| All | +220.7% | +131.4% | +89.4% | +198.3% |
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 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