+129.4%
ARMK vs FDS
+135.1%
-5.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +0.9% | -5.0% | +5.9% | +2.6% |
| 30D | -0.4% | +13.8% | -14.1% | -5.6% |
| 3M | -2.0% | +14.8% | -16.8% | -8.2% |
| 6M | +22.0% | +47.4% | -25.4% | +1.0% |
| YTD | +49.6% | +14.2% | +35.5% | +36.5% |
| 1Y | +46.4% | +26.6% | +19.7% | +26.3% |
| 3Y | +103.2% | -24.4% | +127.6% | +122.9% |
| 5Y | +108.1% | -22.6% | +130.8% | +120.9% |
| 10Y | +129.4% | +130.0% | -0.6% | +45.0% |
| All | +129.4% | +135.1% | -5.7% | +45.0% |
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