+213.4%
RSP vs ARMK
+123.7%
+89.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -1.7% |
| 7D | -1.0% | -2.6% | +1.6% | -0.3% |
| 30D | +2.6% | -5.2% | +7.8% | +4.0% |
| 3M | -0.8% | -6.5% | +5.7% | +0.8% |
| 6M | +6.3% | +15.3% | -9.0% | +1.1% |
| YTD | +14.1% | +43.6% | -29.5% | +1.3% |
| 1Y | +18.0% | +42.1% | -24.0% | +5.0% |
| 3Y | +61.0% | +94.0% | -33.0% | +28.5% |
| 5Y | +45.6% | +96.3% | -50.7% | +14.0% |
| All | +213.4% | +123.7% | +89.7% | +141.3% |
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