+122.4%
ARMK vs FDS
+135.4%
-12.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.7% | +8.1% | +5.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.7% |
| 30D | -5.2% | +20.2% | -25.4% | -12.0% |
| 3M | -6.5% | +19.9% | -26.4% | -14.0% |
| 6M | +15.3% | +56.2% | -40.9% | -7.0% |
| YTD | +43.6% | +14.6% | +29.0% | +30.9% |
| 1Y | +42.1% | +31.6% | +10.5% | +20.3% |
| 3Y | +94.0% | -23.8% | +117.8% | +112.0% |
| 5Y | +96.3% | -22.6% | +118.8% | +108.3% |
| All | +122.4% | +135.4% | -12.9% | +38.9% |
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