+295.7%
RTX vs ARMK
+350.8%
-55.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -5.2% | -2.4% | -2.8% | -4.3% |
| 30D | -9.4% | 0.0% | -9.4% | -9.6% |
| 3M | +12.3% | +6.7% | +5.6% | +9.3% |
| 6M | -3.1% | +38.8% | -41.9% | -15.3% |
| YTD | +10.7% | +55.2% | -44.5% | -7.7% |
| 1Y | +28.4% | +46.6% | -18.2% | +9.1% |
| 3Y | +147.1% | +112.9% | +34.2% | +75.3% |
| 5Y | +167.2% | +144.0% | +23.3% | +73.8% |
| 10Y | +274.7% | +132.4% | +142.3% | +128.1% |
| All | +295.7% | +350.8% | -55.2% | +117.0% |
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