-55.3%
FIS vs ARMK
+131.1%
-186.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -2.7% |
| 7D | -29.4% | +0.9% | -30.3% | -29.5% |
| 30D | -16.7% | -0.4% | -16.4% | -16.7% |
| 3M | -33.0% | -2.0% | -31.0% | -32.7% |
| 6M | -33.3% | +22.0% | -55.3% | -37.8% |
| YTD | -56.0% | +49.6% | -105.6% | -61.7% |
| 1Y | -54.6% | +46.4% | -100.9% | -60.2% |
| 3Y | -40.6% | +103.2% | -143.9% | -54.0% |
| 5Y | -71.9% | +108.1% | -180.1% | -78.6% |
| 10Y | -55.3% | +129.4% | -184.8% | -66.3% |
| All | -55.3% | +131.1% | -186.4% | -66.3% |
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