+46.6%
ARMK vs FDS
-17.4%
+64.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | -2.4% | -1.9% | -0.5% | -2.4% |
| 30D | 0.0% | +9.0% | -9.0% | -0.1% |
| 3M | +6.7% | +18.9% | -12.2% | +6.1% |
| 6M | +38.8% | +35.1% | +3.7% | +37.8% |
| YTD | +55.2% | +5.5% | +49.7% | +60.2% |
| 1Y | +46.6% | -16.8% | +63.4% | +52.9% |
| All | +46.6% | -17.4% | +64.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling