-40.2%
FIS vs ARMK
+136.6%
-176.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -6.3% |
| 7D | -3.5% | +1.7% | -5.1% | -4.0% |
| 30D | -7.8% | +3.1% | -11.0% | -8.9% |
| 3M | +0.8% | +9.2% | -8.4% | -2.2% |
| 6M | -21.9% | +43.7% | -65.6% | -31.0% |
| YTD | -39.5% | +57.4% | -96.9% | -48.1% |
| 1Y | -41.0% | +51.9% | -92.8% | -48.9% |
| 3Y | -23.6% | +125.4% | -149.0% | -42.7% |
| 5Y | -65.6% | +149.1% | -214.7% | -75.2% |
| 10Y | -40.2% | +135.4% | -175.6% | -55.0% |
| All | -40.2% | +136.6% | -176.8% | -55.0% |
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 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