+138.0%
ARMK vs USFR
+28.0%
+109.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +0.1% | +0.3% | +0.2% |
| 30D | +2.4% | +0.3% | +2.1% | +1.7% |
| 3M | +6.1% | +1.0% | +5.1% | +3.6% |
| 6M | +41.8% | +1.9% | +39.8% | +35.3% |
| YTD | +55.5% | +2.7% | +52.9% | +45.8% |
| 1Y | +49.6% | +4.0% | +45.6% | +35.7% |
| 3Y | +122.8% | +14.0% | +108.7% | +60.8% |
| 5Y | +151.0% | +20.4% | +130.6% | +58.2% |
| 10Y | +138.0% | +28.0% | +109.9% | +36.4% |
| All | +138.0% | +28.0% | +109.9% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling