+124.9%
ARMK vs FLR
+56.0%
+68.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | +0.3% | -3.1% | +3.5% | +0.8% |
| 30D | +2.4% | +4.9% | -2.6% | +1.5% |
| 3M | +6.1% | +10.8% | -4.8% | +3.6% |
| 6M | +41.8% | +19.7% | +22.1% | +35.6% |
| YTD | +55.5% | +38.4% | +17.2% | +44.7% |
| 1Y | +49.6% | +34.7% | +14.9% | +39.1% |
| All | +124.9% | +56.0% | +68.9% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling