+269.0%
RTX vs ARMK
+130.7%
+138.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.4% | +2.8% | -1.3% | +0.3% |
| 30D | +7.8% | -1.8% | +9.6% | +8.3% |
| 3M | -9.8% | -10.9% | +1.1% | -6.0% |
| 6M | +13.5% | +21.2% | -7.7% | +4.2% |
| YTD | +10.9% | +47.0% | -36.1% | -6.4% |
| 1Y | +14.0% | +42.9% | -28.9% | -2.9% |
| 3Y | +159.9% | +95.0% | +64.9% | +88.4% |
| 5Y | +151.7% | +106.2% | +45.4% | +72.7% |
| 10Y | +269.0% | +131.6% | +137.4% | +130.0% |
| All | +269.0% | +130.7% | +138.3% | +130.0% |
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 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