-39.8%
FIS vs ARMK
+91.9%
-131.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.5% |
| 7D | -25.5% | -2.6% | -22.8% | -24.7% |
| 30D | -15.1% | -5.2% | -9.9% | -13.8% |
| 3M | -32.1% | -6.5% | -25.6% | -30.9% |
| 6M | -36.1% | +15.3% | -51.3% | -38.9% |
| YTD | -55.4% | +43.6% | -99.0% | -60.2% |
| 1Y | -53.9% | +42.1% | -95.9% | -58.8% |
| 3Y | -39.8% | +94.0% | -133.8% | -48.4% |
| All | -39.8% | +91.9% | -131.7% | -48.4% |
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