+117.6%
ARMK vs FGI
-4.4%
+122.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | 0.0% | +65.4% | -65.4% | +0.1% |
| 3M | +6.7% | +23.5% | -16.8% | +6.7% |
| 6M | +38.8% | +60.5% | -21.7% | +39.1% |
| YTD | +55.2% | +30.0% | +25.2% | +55.4% |
| 1Y | +46.6% | +82.1% | -35.5% | +48.4% |
| All | +117.6% | -4.4% | +122.0% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling