+46.4%
FBTC vs ARMK
+92.5%
-46.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -9.2% | +2.7% | -11.8% | -9.9% |
| 30D | -15.8% | -1.5% | -14.3% | -15.5% |
| 3M | +8.7% | -11.6% | +20.2% | +12.4% |
| 6M | -13.6% | +6.7% | -20.4% | -16.2% |
| YTD | -21.5% | +47.4% | -68.9% | -32.6% |
| 1Y | -29.9% | +41.5% | -71.4% | -39.0% |
| All | +46.4% | +92.5% | -46.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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