+249.2%
FDX vs ARMK
+350.8%
-101.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.5% | -2.4% | -0.1% | -1.7% |
| 30D | +3.8% | 0.0% | +3.8% | +3.5% |
| 3M | -1.3% | +6.7% | -8.0% | -3.9% |
| 6M | +5.0% | +38.8% | -33.8% | -7.3% |
| YTD | +39.6% | +55.2% | -15.5% | +18.0% |
| 1Y | +81.1% | +46.6% | +34.5% | +56.0% |
| 3Y | +63.0% | +112.9% | -49.9% | +20.1% |
| 5Y | +65.6% | +144.0% | -78.4% | +14.3% |
| 10Y | +183.4% | +132.4% | +50.9% | +88.2% |
| All | +249.2% | +350.8% | -101.7% | +95.8% |
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