+132.6%
ARMK vs FLR
+10.4%
+122.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -0.7% | +5.1% | -5.8% | -2.2% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | -2.5% | -3.5% | +1.0% | -1.7% |
| 6M | +20.8% | +16.5% | +4.3% | +12.9% |
| YTD | +48.2% | +27.3% | +20.9% | +32.5% |
| 1Y | +45.7% | +10.6% | +35.1% | +36.0% |
| 3Y | +96.6% | +39.4% | +57.2% | +56.8% |
| 5Y | +106.6% | +126.4% | -19.8% | +31.6% |
| 10Y | +132.6% | +8.4% | +124.2% | -5.1% |
| All | +132.6% | +10.4% | +122.2% | -5.1% |
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