+127.8%
FFIV vs ARMK
+123.7%
+4.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -1.7% |
| 7D | -8.1% | -2.6% | -5.5% | -7.4% |
| 30D | -33.4% | -5.2% | -28.2% | -32.3% |
| 3M | -24.7% | -6.5% | -18.2% | -23.4% |
| 6M | -8.8% | +15.3% | -24.1% | -13.5% |
| YTD | +21.8% | +43.6% | -21.8% | +7.4% |
| 1Y | +25.3% | +42.1% | -16.8% | +10.9% |
| 3Y | +101.2% | +94.0% | +7.2% | +59.7% |
| 5Y | +40.2% | +96.3% | -56.0% | +9.3% |
| All | +127.8% | +123.7% | +4.1% | +63.9% |
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