+108.3%
ARMK vs FIVE
+16.7%
+91.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.2% |
| 30D | -1.5% | +12.7% | -14.1% | -3.6% |
| 3M | -11.6% | +2.1% | -13.6% | -12.1% |
| 6M | +6.7% | +17.5% | -10.7% | +2.9% |
| YTD | +47.4% | +31.0% | +16.5% | +38.9% |
| 1Y | +41.5% | +67.7% | -26.3% | +27.3% |
| 3Y | +95.5% | +43.4% | +52.2% | +76.4% |
| All | +108.3% | +16.7% | +91.6% | +94.4% |
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