+137.9%
ARMK vs FLR
+17.1%
+120.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.2% |
| 7D | +0.3% | -3.1% | +3.5% | +1.3% |
| 30D | +2.4% | +4.9% | -2.6% | +0.7% |
| 3M | +6.1% | +10.8% | -4.8% | +1.2% |
| 6M | +41.8% | +19.7% | +22.1% | +30.3% |
| YTD | +55.5% | +38.4% | +17.2% | +35.9% |
| 1Y | +49.6% | +34.7% | +14.9% | +30.6% |
| 3Y | +122.8% | +56.7% | +66.1% | +71.5% |
| 5Y | +151.0% | +241.6% | -90.6% | +38.5% |
| 10Y | +137.9% | +20.2% | +117.7% | -4.0% |
| All | +137.9% | +17.1% | +120.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling