+1,546.7%
FICO vs ARMK
+350.8%
+1,195.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.3% |
| 7D | -19.2% | -2.4% | -16.8% | -18.3% |
| 30D | -14.6% | 0.0% | -14.6% | -14.8% |
| 3M | -20.1% | +6.7% | -26.8% | -22.4% |
| 6M | -36.3% | +38.8% | -75.1% | -44.8% |
| YTD | -44.9% | +55.2% | -100.0% | -54.4% |
| 1Y | -38.6% | +46.6% | -85.2% | -48.2% |
| 3Y | +4.0% | +112.9% | -108.9% | -26.1% |
| 5Y | +99.5% | +144.0% | -44.4% | +31.8% |
| 10Y | +604.7% | +132.4% | +472.3% | +319.1% |
| All | +1,546.7% | +350.8% | +1,195.9% | +754.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling