+307.8%
ARMK vs IFF
+35.3%
+272.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +3.1% | -0.3% | +3.4% | +3.2% |
| 3M | +9.2% | +18.6% | -9.3% | +1.7% |
| 6M | +43.7% | +17.4% | +26.3% | +32.8% |
| YTD | +57.4% | +28.5% | +28.9% | +39.5% |
| 1Y | +51.9% | +32.5% | +19.3% | +32.4% |
| 3Y | +125.4% | +34.1% | +91.3% | +90.4% |
| 5Y | +149.1% | -35.2% | +184.2% | +179.7% |
| 10Y | +135.4% | -21.1% | +156.5% | +130.1% |
| All | +307.8% | +35.3% | +272.6% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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