+71.1%
RUN vs ARMK
+131.1%
-60.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.2% | -6.1% |
| 7D | -13.7% | +7.1% | -20.8% | -16.7% |
| 30D | +9.4% | -1.6% | +11.0% | +9.5% |
| 3M | -13.4% | -10.5% | -2.9% | -9.0% |
| 6M | -39.6% | +11.8% | -51.4% | -43.5% |
| YTD | -53.7% | +47.3% | -101.0% | -62.5% |
| 1Y | -56.2% | +41.5% | -97.6% | -63.9% |
| 3Y | -9.7% | +95.3% | -105.1% | -37.5% |
| 5Y | -85.5% | +108.1% | -193.6% | -90.0% |
| All | +71.1% | +131.1% | -60.0% | +18.1% |
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