+61.0%
RSP vs ARMK
+91.9%
-30.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -1.5% |
| 7D | -1.0% | -2.6% | +1.6% | -0.4% |
| 30D | +2.6% | -5.2% | +7.8% | +3.8% |
| 3M | -0.8% | -6.5% | +5.7% | +0.6% |
| 6M | +6.3% | +15.3% | -9.0% | +1.2% |
| YTD | +14.1% | +43.6% | -29.5% | +1.4% |
| 1Y | +18.0% | +42.1% | -24.0% | +5.2% |
| 3Y | +61.0% | +94.0% | -33.0% | +34.7% |
| All | +61.0% | +91.9% | -30.9% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling