+73.3%
RUN vs ARMK
+131.4%
-58.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -13.5% | +2.7% | -16.2% | -14.7% |
| 30D | +18.3% | -1.5% | +19.8% | +18.4% |
| 3M | -12.5% | -11.6% | -0.9% | -7.5% |
| 6M | -40.3% | +6.7% | -47.1% | -42.9% |
| YTD | -53.1% | +47.4% | -100.5% | -62.1% |
| 1Y | -54.3% | +41.5% | -95.7% | -62.3% |
| 3Y | -6.5% | +95.5% | -102.0% | -35.3% |
| 5Y | -85.3% | +108.4% | -193.7% | -89.9% |
| All | +73.3% | +131.4% | -58.1% | +19.6% |
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