+19.6%
RRX vs ARMK
+148.1%
-128.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | +4.3% | +1.7% | +2.6% | +3.2% |
| 30D | -8.0% | +3.1% | -11.1% | -10.1% |
| 3M | -22.0% | +9.2% | -31.2% | -26.6% |
| 6M | -11.9% | +43.7% | -55.6% | -30.5% |
| YTD | +17.1% | +57.4% | -40.3% | -12.8% |
| 1Y | +14.9% | +51.9% | -37.0% | -12.4% |
| 3Y | +6.9% | +125.4% | -118.5% | -34.8% |
| 5Y | +19.6% | +149.1% | -129.5% | -32.1% |
| All | +19.6% | +148.1% | -128.6% | -32.1% |
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