+626.7%
RVMD vs ARMK
+105.6%
+521.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.0% | -2.4% | +3.4% | +1.9% |
| 30D | +6.4% | 0.0% | +6.4% | +6.2% |
| 3M | +34.9% | +6.7% | +28.2% | +31.4% |
| 6M | +107.6% | +38.8% | +68.7% | +83.2% |
| YTD | +163.7% | +55.2% | +108.5% | +122.9% |
| 1Y | +439.2% | +46.6% | +392.6% | +364.4% |
| 3Y | +499.2% | +112.9% | +386.3% | +340.5% |
| 5Y | +621.7% | +144.0% | +477.8% | +403.8% |
| All | +626.7% | +105.6% | +521.1% | +418.5% |
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