+855.0%
RSG vs ARMK
+328.3%
+526.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +2.7% | -0.2% | +2.0% |
| 30D | +12.7% | -1.5% | +14.2% | +12.7% |
| 3M | +17.9% | -11.6% | +29.5% | +20.3% |
| 6M | +25.0% | +6.7% | +18.2% | +22.9% |
| YTD | +20.8% | +47.4% | -26.6% | +11.6% |
| 1Y | +24.3% | +41.5% | -17.2% | +15.6% |
| 3Y | +65.3% | +95.5% | -30.3% | +43.0% |
| 5Y | +99.1% | +108.4% | -9.3% | +67.6% |
| 10Y | +452.4% | +132.3% | +320.1% | +348.2% |
| All | +855.0% | +328.3% | +526.7% | +629.0% |
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