+470.1%
FERG vs ARMK
+350.8%
+119.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -10.2% | 0.0% | -10.2% | -10.3% |
| 3M | -0.6% | +6.7% | -7.2% | -1.7% |
| 6M | -6.5% | +38.8% | -45.3% | -11.5% |
| YTD | +4.2% | +55.2% | -51.0% | -3.1% |
| 1Y | -2.3% | +46.6% | -48.9% | -8.3% |
| 3Y | +48.5% | +112.9% | -64.4% | +31.4% |
| 5Y | +72.0% | +144.0% | -71.9% | +49.4% |
| 10Y | +369.9% | +132.4% | +237.5% | +313.0% |
| All | +470.1% | +350.8% | +119.2% | +401.0% |
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