+92.9%
FFIV vs ARMK
+144.6%
-51.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.0% | -2.4% | +1.5% | -0.1% |
| 30D | -5.1% | 0.0% | -5.1% | -5.3% |
| 3M | -4.5% | +6.7% | -11.1% | -7.3% |
| 6M | +36.5% | +38.8% | -2.3% | +17.6% |
| YTD | +53.0% | +55.2% | -2.2% | +25.6% |
| 1Y | +24.2% | +46.6% | -22.4% | +4.6% |
| 3Y | +137.2% | +112.9% | +24.3% | +66.1% |
| All | +92.9% | +144.6% | -51.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling