+117.8%
FFIV vs ARMK
+131.4%
-13.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -0.5% | +2.7% | -3.2% | -1.4% |
| 30D | -32.4% | -1.5% | -30.9% | -32.1% |
| 3M | -25.7% | -11.6% | -14.1% | -22.9% |
| 6M | -13.5% | +6.7% | -20.2% | -15.7% |
| YTD | +21.1% | +47.4% | -26.3% | +5.9% |
| 1Y | +29.4% | +41.5% | -12.1% | +14.7% |
| 3Y | +94.9% | +95.5% | -0.6% | +54.3% |
| 5Y | +34.7% | +108.4% | -73.6% | +3.2% |
| All | +117.8% | +131.4% | -13.6% | +55.2% |
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