+225.5%
FFIV vs ARMK
+136.6%
+88.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -1.5% | +1.7% | -3.2% | -2.1% |
| 30D | -2.7% | +3.1% | -5.8% | -3.8% |
| 3M | -1.7% | +9.2% | -10.9% | -4.6% |
| 6M | +36.1% | +43.7% | -7.5% | +20.3% |
| YTD | +52.6% | +57.4% | -4.7% | +31.0% |
| 1Y | +21.5% | +51.9% | -30.3% | +5.6% |
| 3Y | +142.7% | +125.4% | +17.3% | +83.7% |
| 5Y | +92.6% | +149.1% | -56.5% | +39.8% |
| 10Y | +225.5% | +135.4% | +90.0% | +133.7% |
| All | +225.5% | +136.6% | +88.9% | +133.7% |
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