+129.4%
ARMK vs FIVE
+596.6%
-467.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +2.8% |
| 7D | +0.9% | +6.2% | -5.3% | -0.7% |
| 30D | -0.4% | +18.2% | -18.5% | -4.5% |
| 3M | -2.0% | +3.8% | -5.8% | -3.4% |
| 6M | +22.0% | +13.7% | +8.2% | +16.7% |
| YTD | +49.6% | +34.7% | +14.9% | +36.5% |
| 1Y | +46.4% | +66.6% | -20.3% | +26.3% |
| 3Y | +103.2% | +44.3% | +58.9% | +70.4% |
| 5Y | +108.1% | +18.8% | +89.4% | +77.9% |
| 10Y | +129.4% | +569.2% | -439.8% | +36.9% |
| All | +129.4% | +596.6% | -467.1% | +36.9% |
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