+155.7%
FDX vs ARMK
+130.7%
+25.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -2.1% | +2.8% | -4.8% | -3.1% |
| 30D | +10.4% | -1.8% | +12.2% | +10.7% |
| 3M | +0.5% | -10.9% | +11.3% | +4.3% |
| 6M | +6.5% | +21.2% | -14.8% | -1.7% |
| YTD | +40.2% | +47.0% | -6.8% | +20.3% |
| 1Y | +52.1% | +42.9% | +9.2% | +31.7% |
| 3Y | +72.8% | +95.0% | -22.2% | +31.0% |
| 5Y | +76.3% | +106.2% | -29.9% | +28.7% |
| 10Y | +155.7% | +131.6% | +24.1% | +77.7% |
| All | +155.7% | +130.7% | +25.0% | +77.7% |
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