+51.3%
ARMK vs USFR
+4.0%
+47.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.9% |
| 7D | +1.7% | +0.1% | +1.6% | +2.5% |
| 30D | +3.1% | +0.3% | +2.8% | +7.5% |
| 3M | +9.2% | +1.0% | +8.2% | +22.0% |
| 6M | +43.7% | +1.9% | +41.8% | +81.8% |
| YTD | +57.4% | +2.7% | +54.7% | +111.6% |
| All | +51.3% | +4.0% | +47.3% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling