+95.3%
ARMK vs FDS
-23.5%
+118.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +7.1% | -2.6% | +9.7% | +7.4% |
| 30D | -1.6% | +14.1% | -15.7% | -3.4% |
| 3M | -10.5% | +19.8% | -30.3% | -13.0% |
| 6M | +11.8% | +55.0% | -43.2% | +3.0% |
| YTD | +47.3% | +15.9% | +31.4% | +48.0% |
| 1Y | +41.5% | +24.2% | +17.3% | +38.0% |
| All | +95.3% | -23.5% | +118.8% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling