+101.2%
FFIV vs ARMK
+91.9%
+9.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -1.9% |
| 7D | -8.1% | -2.6% | -5.5% | -7.3% |
| 30D | -33.4% | -5.2% | -28.2% | -32.2% |
| 3M | -24.7% | -6.5% | -18.2% | -23.2% |
| 6M | -8.8% | +15.3% | -24.1% | -14.3% |
| YTD | +21.8% | +43.6% | -21.8% | +4.3% |
| 1Y | +25.3% | +42.1% | -16.8% | +7.8% |
| 3Y | +101.2% | +94.0% | +7.2% | +62.1% |
| All | +101.2% | +91.9% | +9.2% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling