+143.3%
ARMK vs FGI
-70.4%
+213.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +6.7% | +23.5% | -16.8% | +6.0% |
| 6M | +38.8% | +60.5% | -21.7% | +37.1% |
| YTD | +55.2% | +30.0% | +25.2% | +53.5% |
| 1Y | +46.6% | +82.1% | -35.5% | +43.9% |
| 3Y | +112.9% | -4.4% | +117.3% | +111.1% |
| All | +143.3% | -70.4% | +213.7% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling