+45.2%
RUN vs ARMK
+134.7%
-89.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -10.8% | +2.4% | -13.2% | -11.9% |
| 3M | -30.2% | +6.1% | -36.2% | -32.3% |
| 6M | -22.3% | +41.8% | -64.1% | -35.4% |
| YTD | -52.2% | +55.5% | -107.7% | -62.1% |
| 1Y | -45.1% | +49.6% | -94.7% | -55.7% |
| 3Y | -37.1% | +122.8% | -159.9% | -58.7% |
| 5Y | -80.3% | +151.0% | -231.3% | -87.4% |
| 10Y | +45.2% | +137.9% | -92.7% | -1.3% |
| All | +45.2% | +134.7% | -89.5% | -1.3% |
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 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