+153.4%
FDX vs ARMK
+125.8%
+27.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +9.5% | -1.3% | +10.8% | +9.7% |
| 3M | -1.3% | -2.5% | +1.1% | -1.1% |
| 6M | +5.5% | +20.8% | -15.3% | -2.5% |
| YTD | +38.9% | +48.2% | -9.3% | +18.8% |
| 1Y | +58.8% | +45.7% | +13.1% | +36.5% |
| 3Y | +71.1% | +96.6% | -25.4% | +29.4% |
| 5Y | +76.3% | +106.6% | -30.3% | +28.6% |
| 10Y | +153.4% | +132.6% | +20.9% | +75.6% |
| All | +153.4% | +125.8% | +27.6% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling