+96.6%
ARMK vs FIVE
+43.9%
+52.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -0.7% | +7.3% | -8.0% | -1.4% |
| 30D | -1.3% | +18.1% | -19.4% | -2.9% |
| 3M | -2.5% | +7.7% | -10.2% | -3.3% |
| 6M | +20.8% | +13.6% | +7.2% | +18.9% |
| YTD | +48.2% | +34.6% | +13.6% | +43.4% |
| 1Y | +45.7% | +66.2% | -20.5% | +38.4% |
| 3Y | +96.6% | +43.5% | +53.1% | +84.6% |
| All | +96.6% | +43.9% | +52.6% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling