+47.1%
ARMK vs FDS
+26.9%
+20.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.2% |
| 7D | +0.9% | -5.0% | +5.9% | +0.7% |
| 30D | -0.4% | +13.8% | -14.1% | -0.1% |
| 3M | -2.0% | +14.8% | -16.8% | -1.7% |
| 6M | +22.0% | +47.4% | -25.4% | +22.7% |
| YTD | +49.6% | +14.2% | +35.5% | +57.2% |
| All | +47.1% | +26.9% | +20.2% | +47.4% |
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