+40.3%
ARMK vs FDS
+31.1%
+9.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.1% |
| 7D | -5.8% | +9.4% | -15.3% | -5.5% |
| 30D | -5.3% | +23.8% | -29.0% | -4.8% |
| 3M | -6.7% | +25.1% | -31.9% | -6.3% |
| 6M | +17.4% | +53.8% | -36.4% | +18.2% |
| YTD | +43.0% | +19.6% | +23.5% | +50.6% |
| 1Y | +40.3% | +31.6% | +8.7% | +42.5% |
| All | +40.3% | +31.1% | +9.2% | +42.5% |
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