+13.6%
ROL vs ARMK
+96.3%
-82.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.5% | -3.1% |
| 7D | +9.5% | -2.6% | +12.1% | +10.0% |
| 30D | +22.9% | -5.2% | +28.1% | +24.1% |
| 3M | +3.5% | -6.5% | +10.1% | +4.7% |
| 6M | -29.4% | +15.3% | -44.7% | -32.4% |
| YTD | -36.1% | +43.6% | -79.6% | -42.0% |
| 1Y | -34.4% | +42.1% | -76.4% | -40.3% |
| 3Y | +4.0% | +94.0% | -90.0% | -13.8% |
| All | +13.6% | +96.3% | -82.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling