-3.2%
ROP vs ARMK
+91.9%
-95.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -3.6% |
| 7D | +2.1% | -2.6% | +4.8% | +2.5% |
| 30D | +32.9% | -5.2% | +38.1% | +33.8% |
| 3M | +20.3% | -6.5% | +26.8% | +21.2% |
| 6M | +36.8% | +15.3% | +21.5% | +30.7% |
| YTD | +8.1% | +43.6% | -35.5% | -2.8% |
| 1Y | +8.3% | +42.1% | -33.8% | -2.5% |
| 3Y | -3.2% | +94.0% | -97.2% | -17.3% |
| All | -3.2% | +91.9% | -95.2% | -17.3% |
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