-19.1%
RUN vs ARMK
+164.8%
-184.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.9% | -9.6% | -10.1% |
| 7D | +0.3% | -0.7% | +1.1% | +0.3% |
| 30D | +14.0% | -1.3% | +15.3% | +14.0% |
| 3M | -11.8% | -2.5% | -9.3% | -11.3% |
| 6M | -40.4% | +20.8% | -61.2% | -46.5% |
| YTD | -52.7% | +48.2% | -100.8% | -61.8% |
| 1Y | -52.5% | +45.7% | -98.3% | -61.4% |
| 3Y | -7.7% | +96.6% | -104.3% | -36.1% |
| 5Y | -83.9% | +106.6% | -190.4% | -88.8% |
| 10Y | +84.9% | +132.6% | -47.6% | +21.2% |
| All | -19.1% | +164.8% | -184.0% | -47.4% |
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 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