+108.3%
ARMK vs FDS
-23.2%
+131.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.3% |
| 30D | -1.5% | +14.8% | -16.3% | -4.8% |
| 3M | -11.6% | +16.3% | -27.8% | -15.2% |
| 6M | +6.7% | +66.2% | -59.5% | -8.4% |
| YTD | +47.4% | +16.2% | +31.2% | +42.0% |
| 1Y | +41.5% | +21.8% | +19.6% | +33.1% |
| 3Y | +95.5% | -23.9% | +119.4% | +124.2% |
| All | +108.3% | -23.2% | +131.5% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling