+46.3%
FE vs ARMK
+96.3%
-50.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -2.0% |
| 7D | -1.0% | -2.6% | +1.6% | -0.7% |
| 30D | +4.1% | -5.2% | +9.3% | +4.8% |
| 3M | -1.0% | -6.5% | +5.5% | -0.3% |
| 6M | +4.0% | +15.3% | -11.3% | +1.4% |
| YTD | +6.8% | +43.6% | -36.8% | +0.4% |
| 1Y | +5.3% | +42.1% | -36.8% | -1.0% |
| 3Y | +44.6% | +94.0% | -49.4% | +26.4% |
| All | +46.3% | +96.3% | -50.0% | +28.1% |
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 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