+302.2%
ARMK vs FDS
+209.9%
+92.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.5% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | 0.0% | +9.0% | -9.0% | -3.6% |
| 3M | +6.7% | +18.9% | -12.2% | -1.9% |
| 6M | +38.8% | +35.1% | +3.7% | +18.9% |
| YTD | +55.2% | +5.5% | +49.7% | +47.0% |
| 1Y | +46.6% | -16.8% | +63.4% | +53.9% |
| 3Y | +112.9% | -28.1% | +141.0% | +137.2% |
| 5Y | +144.0% | -17.4% | +161.4% | +148.4% |
| 10Y | +132.4% | +85.4% | +47.0% | +58.4% |
| All | +302.2% | +209.9% | +92.3% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling