+302.2%
ARMK vs FLR
-16.3%
+318.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.2% |
| 7D | -2.4% | +5.4% | -7.8% | -4.0% |
| 30D | 0.0% | +11.4% | -11.4% | -4.0% |
| 3M | +6.7% | +11.4% | -4.7% | +1.6% |
| 6M | +38.8% | +16.6% | +22.2% | +28.8% |
| YTD | +55.2% | +41.7% | +13.5% | +34.8% |
| 1Y | +46.6% | +35.4% | +11.2% | +28.1% |
| 3Y | +112.9% | +57.3% | +55.6% | +64.5% |
| 5Y | +144.0% | +241.0% | -97.0% | +36.4% |
| 10Y | +132.4% | +16.6% | +115.8% | +2.6% |
| All | +302.2% | -16.3% | +318.5% | +84.6% |
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 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