+72.5%
FDX vs ARMK
+106.6%
-34.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +0.8% | +7.1% | -6.3% | -1.9% |
| 30D | +9.9% | -1.6% | +11.5% | +10.2% |
| 3M | -1.9% | -10.5% | +8.6% | +2.0% |
| 6M | +6.1% | +11.8% | -5.7% | +0.5% |
| YTD | +38.8% | +47.3% | -8.5% | +16.8% |
| 1Y | +50.0% | +41.5% | +8.5% | +28.1% |
| 3Y | +71.0% | +95.3% | -24.3% | +23.4% |
| 5Y | +72.5% | +108.1% | -35.7% | +15.5% |
| All | +72.5% | +106.6% | -34.1% | +15.5% |
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