+302.2%
ARMK vs FIVE
+496.4%
-194.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.0% |
| 7D | -2.4% | +4.3% | -6.7% | -3.4% |
| 30D | 0.0% | +12.5% | -12.5% | -2.8% |
| 3M | +6.7% | +31.2% | -24.6% | -0.1% |
| 6M | +38.8% | +14.4% | +24.4% | +33.2% |
| YTD | +55.2% | +33.9% | +21.3% | +43.5% |
| 1Y | +46.6% | +65.1% | -18.4% | +28.6% |
| 3Y | +112.9% | +49.0% | +63.9% | +80.0% |
| 5Y | +144.0% | +30.3% | +113.7% | +105.9% |
| 10Y | +132.4% | +481.1% | -348.7% | +48.7% |
| All | +302.2% | +496.4% | -194.2% | +151.5% |
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