+1,149.5%
FICO vs ARMK
+299.4%
+850.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.5% |
| 7D | -0.3% | -10.2% | +10.0% | +4.1% |
| 30D | +1.7% | -9.3% | +11.0% | +5.3% |
| 3M | -35.2% | -11.4% | -23.8% | -32.4% |
| 6M | -33.7% | +11.6% | -45.3% | -37.4% |
| YTD | -58.2% | +37.5% | -95.6% | -63.8% |
| 1Y | -56.6% | +34.9% | -91.5% | -62.2% |
| 3Y | -24.0% | +83.4% | -107.4% | -42.8% |
| 5Y | +86.1% | +87.9% | -1.8% | +36.2% |
| 10Y | +522.8% | +117.0% | +405.8% | +280.0% |
| All | +1,149.5% | +299.4% | +850.1% | +577.6% |
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