+352.7%
FERG vs ARMK
+134.7%
+218.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -15.1% | +2.4% | -17.4% | -15.5% |
| 3M | -4.8% | +6.1% | -10.9% | -5.9% |
| 6M | -2.5% | +41.8% | -44.2% | -8.3% |
| YTD | +1.8% | +55.5% | -53.7% | -5.7% |
| 1Y | -0.3% | +49.6% | -49.9% | -7.1% |
| 3Y | +52.9% | +122.8% | -69.9% | +33.5% |
| 5Y | +69.3% | +151.0% | -81.7% | +45.5% |
| 10Y | +352.7% | +138.0% | +214.7% | +295.8% |
| All | +352.7% | +134.7% | +218.0% | +295.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling