+144.5%
ARMK vs FLR
+242.2%
-97.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.4% |
| 7D | -2.4% | +5.4% | -7.8% | -3.4% |
| 30D | 0.0% | +11.4% | -11.4% | -2.5% |
| 3M | +6.7% | +11.4% | -4.7% | +3.5% |
| 6M | +38.8% | +16.6% | +22.2% | +32.4% |
| YTD | +55.2% | +41.7% | +13.5% | +41.7% |
| 1Y | +46.6% | +35.4% | +11.2% | +34.4% |
| 3Y | +112.9% | +57.3% | +55.6% | +76.4% |
| All | +144.5% | +242.2% | -97.8% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling