+184.5%
RRX vs ARMK
+350.8%
-166.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +3.4% | -2.4% | +5.9% | +4.4% |
| 30D | -11.1% | 0.0% | -11.1% | -11.3% |
| 3M | -23.7% | +6.7% | -30.4% | -26.0% |
| 6M | -22.0% | +38.8% | -60.8% | -32.1% |
| YTD | +16.5% | +55.2% | -38.7% | -3.1% |
| 1Y | +11.5% | +46.6% | -35.1% | -5.0% |
| 3Y | +1.5% | +112.9% | -111.4% | -24.8% |
| 5Y | +18.3% | +144.0% | -125.7% | -17.3% |
| 10Y | +209.8% | +132.4% | +77.4% | +109.6% |
| All | +184.5% | +350.8% | -166.3% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling