+545.7%
FICO vs ARMK
+125.8%
+419.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +9.4% | -1.3% | +10.8% | +9.4% |
| 3M | -30.4% | -2.5% | -27.9% | -30.2% |
| 6M | -35.1% | +20.8% | -55.9% | -40.7% |
| YTD | -56.8% | +48.2% | -105.0% | -63.9% |
| 1Y | -58.4% | +45.7% | -104.1% | -65.0% |
| 3Y | -26.7% | +96.6% | -123.2% | -46.6% |
| 5Y | +88.0% | +106.6% | -18.6% | +31.7% |
| 10Y | +545.7% | +132.6% | +413.2% | +288.8% |
| All | +545.7% | +125.8% | +419.9% | +288.8% |
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