+499.7%
FICO vs ARMK
+123.7%
+376.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -2.2% |
| 7D | -0.9% | -2.6% | +1.7% | 0.0% |
| 30D | +3.3% | -5.2% | +8.5% | +5.0% |
| 3M | -31.7% | -6.5% | -25.2% | -30.4% |
| 6M | -34.0% | +15.3% | -49.2% | -38.5% |
| YTD | -58.3% | +43.6% | -101.9% | -64.7% |
| 1Y | -57.9% | +42.1% | -100.0% | -64.3% |
| 3Y | -24.1% | +94.0% | -118.1% | -44.4% |
| 5Y | +85.3% | +96.3% | -10.9% | +32.5% |
| All | +499.7% | +123.7% | +376.0% | +266.7% |
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