+59.1%
FBTC vs ARMK
+95.4%
-36.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -9.1% | -0.4% | -8.7% | -9.1% |
| 3M | +15.0% | -2.0% | +17.0% | +15.1% |
| 6M | -6.9% | +22.0% | -28.8% | -13.8% |
| YTD | -14.7% | +49.6% | -64.3% | -27.0% |
| 1Y | -28.1% | +46.4% | -74.5% | -38.1% |
| All | +59.1% | +95.4% | -36.3% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling