+4.0%
ROL vs ARMK
+91.9%
-87.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.5% | -2.9% |
| 7D | +9.5% | -2.6% | +12.1% | +10.0% |
| 30D | +22.9% | -5.2% | +28.1% | +23.9% |
| 3M | +3.5% | -6.5% | +10.1% | +4.6% |
| 6M | -29.4% | +15.3% | -44.7% | -32.2% |
| YTD | -36.1% | +43.6% | -79.6% | -41.4% |
| 1Y | -34.4% | +42.1% | -76.4% | -39.8% |
| 3Y | +4.0% | +94.0% | -90.0% | -8.3% |
| All | +4.0% | +91.9% | -87.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling