+440.7%
FERG vs ARMK
+130.7%
+309.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.1% |
| 7D | +6.4% | +2.8% | +3.6% | +6.0% |
| 30D | +19.9% | -1.8% | +21.7% | +20.2% |
| 3M | +5.6% | -10.9% | +16.4% | +7.5% |
| 6M | +9.2% | +21.2% | -12.0% | +5.3% |
| YTD | +20.6% | +47.0% | -26.4% | +12.5% |
| 1Y | +5.7% | +42.9% | -37.2% | -1.0% |
| 3Y | +73.6% | +95.0% | -21.4% | +54.2% |
| 5Y | +86.2% | +106.2% | -20.0% | +62.9% |
| 10Y | +440.7% | +131.6% | +309.0% | +383.3% |
| All | +440.7% | +130.7% | +309.9% | +383.3% |
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