+420.8%
RSG vs ARMK
+146.1%
+274.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.2% |
| 7D | 0.0% | +3.1% | -3.1% | -0.6% |
| 30D | +4.0% | -2.8% | +6.7% | +4.5% |
| 3M | +7.4% | +7.6% | -0.2% | +5.8% |
| 6M | +0.1% | +47.9% | -47.8% | -7.1% |
| YTD | +6.0% | +60.0% | -54.0% | -3.2% |
| 1Y | -3.0% | +52.2% | -55.2% | -10.7% |
| 3Y | +56.5% | +131.4% | -74.9% | +31.8% |
| 5Y | +90.9% | +163.2% | -72.3% | +54.5% |
| All | +420.8% | +146.1% | +274.8% | +336.2% |
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 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