+131.6%
ARMK vs FDS
+132.8%
-1.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.7% |
| 7D | +2.8% | -2.1% | +4.9% | +3.5% |
| 30D | -1.8% | +16.0% | -17.8% | -7.5% |
| 3M | -10.9% | +18.8% | -29.7% | -17.6% |
| 6M | +21.2% | +54.1% | -32.9% | -1.3% |
| YTD | +47.0% | +17.0% | +30.0% | +33.0% |
| 1Y | +42.9% | +25.5% | +17.3% | +24.2% |
| 3Y | +95.0% | -23.3% | +118.3% | +113.1% |
| 5Y | +106.2% | -22.6% | +128.9% | +119.9% |
| 10Y | +131.6% | +130.2% | +1.4% | +44.9% |
| All | +131.6% | +132.8% | -1.1% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling