+244.3%
FDX vs ARMK
+299.4%
-55.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -2.4% |
| 7D | +2.9% | -10.2% | +13.1% | +6.8% |
| 30D | +9.6% | -9.3% | +18.9% | +13.2% |
| 3M | +2.4% | -11.4% | +13.7% | +6.3% |
| 6M | +9.2% | +11.6% | -2.4% | +4.0% |
| YTD | +37.7% | +37.5% | +0.2% | +21.2% |
| 1Y | +56.1% | +34.9% | +21.2% | +38.2% |
| 3Y | +68.9% | +83.4% | -14.5% | +31.2% |
| 5Y | +79.0% | +87.9% | -8.9% | +35.4% |
| 10Y | +163.9% | +117.0% | +46.9% | +79.2% |
| All | +244.3% | +299.4% | -55.1% | +101.1% |
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