+72.6%
FERG vs ARMK
+148.1%
-75.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | +3.4% | +1.7% | +1.7% | +2.7% |
| 30D | -11.5% | +3.1% | -14.6% | -12.8% |
| 3M | +1.3% | +9.2% | -8.0% | -2.3% |
| 6M | -1.0% | +43.7% | -44.6% | -14.2% |
| YTD | +3.2% | +57.4% | -54.2% | -13.7% |
| 1Y | -3.0% | +51.9% | -54.8% | -17.9% |
| 3Y | +55.0% | +125.4% | -70.4% | +9.6% |
| 5Y | +72.6% | +149.1% | -76.4% | +15.7% |
| All | +72.6% | +148.1% | -75.5% | +15.7% |
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