-38.6%
FICO vs ARMK
+47.4%
-86.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.4% |
| 7D | -19.2% | -2.4% | -16.8% | -18.6% |
| 30D | -14.6% | 0.0% | -14.6% | -14.7% |
| 3M | -20.1% | +6.7% | -26.8% | -21.7% |
| 6M | -36.3% | +38.8% | -75.1% | -42.7% |
| YTD | -44.9% | +55.2% | -100.0% | -51.6% |
| 1Y | -38.6% | +46.6% | -85.2% | -45.1% |
| All | -38.6% | +47.4% | -86.0% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling