+252.2%
ARMK vs USFR
+28.5%
+223.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -0.4% | +0.4% | -0.7% | -0.7% |
| 3M | -2.0% | +1.1% | -3.0% | -3.0% |
| 6M | +22.0% | +2.0% | +19.9% | +19.5% |
| YTD | +49.6% | +3.4% | +46.2% | +44.6% |
| 1Y | +46.4% | +4.1% | +42.3% | +40.5% |
| 3Y | +103.2% | +14.3% | +88.9% | +77.4% |
| 5Y | +108.1% | +21.3% | +86.8% | +71.4% |
| 10Y | +129.4% | +28.5% | +101.0% | +81.3% |
| All | +252.2% | +28.5% | +223.7% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling