+496.2%
RVMD vs ARMK
+95.3%
+400.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -10.4% | +2.7% | -13.1% | -11.2% |
| 30D | -11.0% | -1.5% | -9.5% | -10.4% |
| 3M | -14.7% | -11.6% | -3.2% | -10.9% |
| 6M | +14.9% | +6.7% | +8.2% | +11.7% |
| YTD | +116.3% | +47.4% | +68.9% | +86.2% |
| 1Y | +167.6% | +41.5% | +126.1% | +133.4% |
| 3Y | +776.8% | +95.5% | +681.3% | +564.2% |
| 5Y | +424.8% | +108.4% | +316.4% | +285.9% |
| All | +496.2% | +95.3% | +400.8% | +333.0% |
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