+147.6%
FE vs ARMK
+350.8%
-203.2%
-47.7%
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% | -0.4% |
| 7D | +1.9% | -2.4% | +4.3% | +2.3% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +3.5% | +6.7% | -3.2% | +2.4% |
| 6M | -6.1% | +38.8% | -44.9% | -11.1% |
| YTD | +7.6% | +55.2% | -47.6% | -0.1% |
| 1Y | +11.9% | +46.6% | -34.7% | +4.7% |
| 3Y | +48.4% | +112.9% | -64.5% | +29.2% |
| 5Y | +44.8% | +144.0% | -99.2% | +21.7% |
| 10Y | +115.9% | +132.4% | -16.5% | +80.6% |
| All | +147.6% | +350.8% | -203.2% | +102.4% |
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 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