+130.3%
ARMK vs FIVE
+505.3%
-375.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +7.1% | +2.4% | +4.7% | +6.5% |
| 30D | -1.6% | +15.8% | -17.5% | -5.3% |
| 3M | -10.5% | +3.8% | -14.3% | -11.8% |
| 6M | +11.8% | +18.5% | -6.8% | +5.9% |
| YTD | +47.3% | +31.2% | +16.0% | +35.2% |
| 1Y | +41.5% | +61.8% | -20.3% | +23.0% |
| 3Y | +95.3% | +39.9% | +55.4% | +65.0% |
| 5Y | +108.1% | +18.3% | +89.8% | +77.7% |
| All | +130.3% | +505.3% | -375.0% | +39.3% |
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