+46.0%
FE vs ARMK
+91.9%
-45.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.8% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | +5.2% | -5.2% | +10.4% | +5.6% |
| 3M | 0.0% | -6.5% | +6.5% | +0.4% |
| 6M | +5.0% | +15.3% | -10.2% | +3.5% |
| YTD | +7.9% | +43.6% | -35.7% | +3.7% |
| 1Y | +6.3% | +42.1% | -35.7% | +2.3% |
| 3Y | +46.0% | +94.0% | -48.0% | +36.4% |
| All | +46.0% | +91.9% | -45.9% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling