+256.3%
ARMK vs FIVE
+470.5%
-214.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -2.9% |
| 7D | -10.2% | -1.7% | -8.5% | -10.0% |
| 30D | -9.3% | +14.9% | -24.2% | -12.2% |
| 3M | -11.4% | +7.6% | -19.0% | -13.3% |
| 6M | +11.6% | +6.4% | +5.2% | +8.9% |
| YTD | +37.5% | +28.1% | +9.4% | +28.1% |
| 1Y | +34.9% | +54.7% | -19.8% | +20.3% |
| 3Y | +83.4% | +36.1% | +47.4% | +58.4% |
| 5Y | +87.9% | +14.9% | +73.0% | +63.6% |
| 10Y | +117.0% | +578.8% | -461.8% | +37.6% |
| All | +256.3% | +470.5% | -214.2% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling