+738.0%
RSG vs ARMK
+350.8%
+387.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | +7.6% | 0.0% | +7.6% | +7.5% |
| 3M | +7.4% | +6.7% | +0.8% | +6.0% |
| 6M | -3.3% | +38.8% | -42.1% | -9.3% |
| YTD | +6.0% | +55.2% | -49.2% | -2.7% |
| 1Y | -3.7% | +46.6% | -50.3% | -10.8% |
| 3Y | +59.1% | +112.9% | -53.8% | +35.8% |
| 5Y | +89.0% | +144.0% | -54.9% | +54.8% |
| 10Y | +412.5% | +132.4% | +280.1% | +317.5% |
| All | +738.0% | +350.8% | +387.2% | +535.5% |
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