+538.9%
FICO vs ARMK
+131.1%
+407.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.4% | +7.1% | -5.7% | -1.5% |
| 30D | -0.8% | -1.6% | +0.9% | -0.7% |
| 3M | -31.3% | -10.5% | -20.8% | -28.5% |
| 6M | -33.9% | +11.8% | -45.7% | -37.6% |
| YTD | -57.6% | +47.3% | -104.8% | -64.5% |
| 1Y | -59.7% | +41.5% | -101.1% | -65.7% |
| 3Y | -28.0% | +95.3% | -123.3% | -47.4% |
| 5Y | +91.0% | +108.1% | -17.2% | +33.3% |
| All | +538.9% | +131.1% | +407.8% | +285.9% |
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