-79.4%
RUN vs ARMK
+148.1%
-227.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +2.6% |
| 7D | +10.2% | +1.7% | +8.5% | +8.8% |
| 30D | -9.6% | +3.1% | -12.7% | -11.9% |
| 3M | -31.5% | +9.2% | -40.7% | -36.4% |
| 6M | -18.7% | +43.7% | -62.4% | -40.1% |
| YTD | -49.9% | +57.4% | -107.3% | -65.9% |
| 1Y | -45.5% | +51.9% | -97.4% | -62.0% |
| 3Y | -34.1% | +125.4% | -159.5% | -69.6% |
| 5Y | -79.4% | +149.1% | -228.5% | -91.2% |
| All | -79.4% | +148.1% | -227.6% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling