-82.6%
RUN vs ARMK
+107.5%
-190.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -5.6% |
| 7D | +18.1% | +0.9% | +17.1% | +16.4% |
| 30D | +27.5% | -0.4% | +27.9% | +26.4% |
| 3M | -4.5% | -2.0% | -2.5% | -4.4% |
| 6M | -33.3% | +22.0% | -55.3% | -44.9% |
| YTD | -47.1% | +49.6% | -96.7% | -63.4% |
| 1Y | -43.1% | +46.4% | -89.5% | -60.1% |
| 3Y | -3.0% | +103.2% | -106.2% | -53.6% |
| 5Y | -82.6% | +108.1% | -190.7% | -92.7% |
| All | -82.6% | +107.5% | -190.1% | -92.7% |
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