-17.5%
RUN vs ARMK
+177.3%
-194.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | +1.3% | -2.4% | +3.7% | +2.5% |
| 30D | -15.3% | 0.0% | -15.3% | -15.3% |
| 3M | -40.0% | +6.7% | -46.7% | -42.1% |
| 6M | -27.0% | +38.8% | -65.8% | -38.6% |
| YTD | -51.7% | +55.2% | -106.9% | -61.6% |
| 1Y | -45.9% | +46.6% | -92.5% | -55.9% |
| 3Y | -43.8% | +112.9% | -156.7% | -62.2% |
| 5Y | -80.5% | +144.0% | -224.4% | -87.4% |
| 10Y | +45.3% | +132.4% | -87.2% | -4.5% |
| All | -17.5% | +177.3% | -194.8% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling