+106.6%
ARMK vs FIVE
+18.8%
+87.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -0.7% | +7.3% | -8.0% | -2.0% |
| 30D | -1.3% | +18.1% | -19.4% | -4.2% |
| 3M | -2.5% | +7.7% | -10.2% | -4.0% |
| 6M | +20.8% | +13.6% | +7.2% | +17.2% |
| YTD | +48.2% | +34.6% | +13.6% | +38.9% |
| 1Y | +45.7% | +66.2% | -20.5% | +31.4% |
| 3Y | +96.6% | +43.5% | +53.1% | +78.0% |
| 5Y | +106.6% | +20.7% | +85.9% | +90.7% |
| All | +106.6% | +18.8% | +87.8% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling