+42.1%
ARMK vs FGI
+46.9%
-4.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.2% | +4.5% |
| 7D | -2.6% | -7.0% | +4.3% | -2.6% |
| 30D | -5.2% | -4.2% | -1.0% | -5.2% |
| 3M | -6.5% | +55.6% | -62.1% | -7.2% |
| 6M | +15.3% | -3.2% | +18.4% | +15.1% |
| YTD | +43.6% | +29.1% | +14.5% | +41.7% |
| 1Y | +42.1% | +51.0% | -8.9% | +40.2% |
| All | +42.1% | +46.9% | -4.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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