+126.7%
FFIV vs ARMK
+130.7%
-4.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | -2.9% | +2.8% | -5.7% | -3.8% |
| 30D | -32.4% | -1.8% | -30.6% | -32.1% |
| 3M | -22.7% | -10.9% | -11.8% | -20.0% |
| 6M | -10.7% | +21.2% | -31.9% | -16.6% |
| YTD | +25.4% | +47.0% | -21.6% | +9.8% |
| 1Y | +34.2% | +42.9% | -8.7% | +18.5% |
| 3Y | +101.2% | +95.0% | +6.2% | +59.4% |
| 5Y | +42.0% | +106.2% | -64.3% | +9.0% |
| 10Y | +126.7% | +131.6% | -4.9% | +61.7% |
| All | +126.7% | +130.7% | -4.0% | +61.7% |
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 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