-41.3%
FIS vs ARMK
+96.4%
-137.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.2% |
| 7D | -3.5% | +7.1% | -10.6% | -5.4% |
| 30D | -19.4% | -1.6% | -17.8% | -19.1% |
| 3M | -31.6% | -10.5% | -21.0% | -29.6% |
| 6M | -32.5% | +11.8% | -44.3% | -34.9% |
| YTD | -56.0% | +47.3% | -103.2% | -61.0% |
| 1Y | -55.5% | +41.5% | -97.0% | -60.2% |
| All | -41.3% | +96.4% | -137.7% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling