+548.7%
FERG vs ARMK
+334.6%
+214.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.2% | +7.0% | +10.6% |
| 7D | +7.3% | +0.9% | +6.4% | +7.2% |
| 30D | +18.1% | -0.4% | +18.5% | +18.1% |
| 3M | +1.6% | -2.0% | +3.6% | +1.8% |
| 6M | +8.5% | +22.0% | -13.4% | +4.8% |
| YTD | +18.6% | +49.6% | -31.1% | +10.8% |
| 1Y | +5.7% | +46.4% | -40.6% | -0.9% |
| 3Y | +74.0% | +103.2% | -29.2% | +55.0% |
| 5Y | +83.9% | +108.1% | -24.2% | +62.2% |
| 10Y | +494.6% | +129.4% | +365.2% | +424.5% |
| All | +548.7% | +334.6% | +214.1% | +473.0% |
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