+287.7%
ARMK vs FLR
-25.0%
+312.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +1.6% |
| 7D | +0.9% | +8.5% | -7.6% | -1.6% |
| 30D | -0.4% | -0.7% | +0.3% | -0.2% |
| 3M | -2.0% | -11.7% | +9.7% | +1.4% |
| 6M | +22.0% | +16.2% | +5.7% | +14.2% |
| YTD | +49.6% | +27.0% | +22.6% | +34.2% |
| 1Y | +46.4% | +10.1% | +36.3% | +37.0% |
| 3Y | +103.2% | +46.2% | +57.0% | +60.5% |
| 5Y | +108.1% | +121.4% | -13.3% | +35.5% |
| 10Y | +129.4% | +11.0% | +118.4% | +3.4% |
| All | +287.7% | -25.0% | +312.7% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling