+117.6%
ARMK vs FDS
-27.9%
+145.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | 0.0% | +9.0% | -9.0% | -1.4% |
| 3M | +6.7% | +18.9% | -12.2% | +3.2% |
| 6M | +38.8% | +35.1% | +3.7% | +30.1% |
| YTD | +55.2% | +5.5% | +49.7% | +58.0% |
| 1Y | +46.6% | -16.8% | +63.4% | +64.4% |
| All | +117.6% | -27.9% | +145.5% | +159.0% |
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 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