+46.1%
FE vs ARMK
+106.6%
-60.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.3% | +7.1% | -7.4% | -1.3% |
| 30D | +3.9% | -1.6% | +5.5% | +4.0% |
| 3M | -0.1% | -10.5% | +10.4% | +1.4% |
| 6M | +6.1% | +11.8% | -5.7% | +4.0% |
| YTD | +8.1% | +47.3% | -39.2% | +1.1% |
| 1Y | +4.4% | +41.5% | -37.1% | -1.7% |
| 3Y | +49.0% | +95.3% | -46.3% | +30.3% |
| 5Y | +46.1% | +108.1% | -62.0% | +25.7% |
| All | +46.1% | +106.6% | -60.4% | +25.7% |
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 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