-3.0%
RUN vs ARMK
+101.3%
-104.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -4.2% |
| 7D | +18.1% | +0.9% | +17.1% | +17.2% |
| 30D | +27.5% | -0.4% | +27.9% | +27.1% |
| 3M | -4.5% | -2.0% | -2.5% | -4.0% |
| 6M | -33.3% | +22.0% | -55.3% | -40.3% |
| YTD | -47.1% | +49.6% | -96.7% | -57.4% |
| 1Y | -43.1% | +46.4% | -89.5% | -53.9% |
| 3Y | -3.0% | +103.2% | -106.2% | -24.4% |
| All | -3.0% | +101.3% | -104.3% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling