-79.1%
FIG vs ARMK
+33.8%
-113.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.1% |
| 7D | -16.3% | -2.4% | -13.9% | -15.6% |
| 30D | -14.3% | 0.0% | -14.3% | -14.6% |
| 3M | +7.2% | +6.7% | +0.5% | +4.0% |
| 6M | -18.6% | +38.8% | -57.4% | -30.7% |
| YTD | -35.5% | +55.2% | -90.6% | -49.7% |
| 1Y | -55.8% | +46.6% | -102.4% | -64.0% |
| All | -79.1% | +33.8% | -113.0% | -82.0% |
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