+122.4%
ARMK vs FIVE
+563.4%
-441.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | -2.6% | -0.3% | -2.4% | -2.7% |
| 30D | -5.2% | +17.7% | -22.9% | -9.1% |
| 3M | -6.5% | +4.0% | -10.5% | -7.9% |
| 6M | +15.3% | +2.6% | +12.6% | +13.1% |
| YTD | +43.6% | +27.6% | +16.0% | +32.8% |
| 1Y | +42.1% | +59.9% | -17.9% | +23.8% |
| 3Y | +94.0% | +35.8% | +58.2% | +65.2% |
| 5Y | +96.3% | +14.4% | +81.8% | +69.1% |
| All | +122.4% | +563.4% | -441.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling