+86.1%
FICO vs ARMK
+90.4%
-4.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.6% |
| 7D | -0.3% | -10.2% | +10.0% | +4.5% |
| 30D | +1.7% | -9.3% | +11.0% | +5.7% |
| 3M | -35.2% | -11.4% | -23.8% | -32.1% |
| 6M | -33.7% | +11.6% | -45.3% | -38.0% |
| YTD | -58.2% | +37.5% | -95.6% | -64.7% |
| 1Y | -56.6% | +34.9% | -91.5% | -63.1% |
| 3Y | -24.0% | +83.4% | -107.4% | -46.1% |
| 5Y | +86.1% | +87.9% | -1.8% | +22.8% |
| All | +86.1% | +90.4% | -4.3% | +22.8% |
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 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