+220.4%
RRX vs ARMK
+134.7%
+85.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.0% |
| 7D | -0.7% | +0.3% | -1.1% | -0.9% |
| 30D | -8.0% | +2.4% | -10.3% | -9.0% |
| 3M | -25.1% | +6.1% | -31.1% | -27.1% |
| 6M | -18.3% | +41.8% | -60.0% | -29.7% |
| YTD | +14.2% | +55.5% | -41.4% | -5.5% |
| 1Y | +13.0% | +49.6% | -36.5% | -4.8% |
| 3Y | +4.2% | +122.8% | -118.6% | -24.4% |
| 5Y | +17.9% | +151.0% | -133.1% | -18.8% |
| 10Y | +220.4% | +138.0% | +82.5% | +120.6% |
| All | +220.4% | +134.7% | +85.7% | +120.6% |
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