+67.7%
RRX vs ARMK
+100.8%
-33.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | +0.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.7% |
| 30D | +9.0% | -1.3% | +10.4% | +10.4% |
| 3M | +4.0% | -2.5% | +6.5% | +5.7% |
| 6M | -15.7% | +20.8% | -36.5% | -27.7% |
| YTD | +29.0% | +48.2% | -19.2% | -5.1% |
| 1Y | +35.2% | +45.7% | -10.5% | +0.8% |
| 3Y | +67.7% | +96.6% | -28.8% | +7.7% |
| All | +67.7% | +100.8% | -33.1% | +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 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