+149.1%
ARMK vs USFR
+20.5%
+128.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +3.1% | +0.3% | +2.8% | +2.8% |
| 3M | +9.2% | +1.0% | +8.2% | +7.9% |
| 6M | +43.7% | +1.9% | +41.8% | +40.2% |
| YTD | +57.4% | +2.7% | +54.7% | +51.6% |
| 1Y | +51.9% | +4.0% | +47.8% | +42.3% |
| 3Y | +125.4% | +14.0% | +111.4% | +83.7% |
| 5Y | +149.1% | +20.4% | +128.7% | +95.9% |
| All | +149.1% | +20.5% | +128.6% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling