+273.5%
RTX vs ARMK
+317.2%
-43.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -2.9% |
| 7D | -5.1% | -2.6% | -2.5% | -4.2% |
| 30D | +5.1% | -5.2% | +10.3% | +7.0% |
| 3M | -14.8% | -6.5% | -8.3% | -13.1% |
| 6M | +8.0% | +15.3% | -7.2% | +1.3% |
| YTD | +4.5% | +43.6% | -39.1% | -10.6% |
| 1Y | +9.8% | +42.1% | -32.2% | -5.8% |
| 3Y | +144.2% | +94.0% | +50.2% | +79.3% |
| 5Y | +131.4% | +96.3% | +35.2% | +64.4% |
| 10Y | +273.3% | +126.7% | +146.6% | +129.9% |
| All | +273.5% | +317.2% | -43.7% | +110.3% |
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 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