-17.4%
FIS vs ARMK
+120.0%
-137.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | +2.1% | +6.7% | -4.5% | +0.1% |
| 6M | -14.7% | +38.8% | -53.5% | -23.2% |
| YTD | -35.7% | +55.2% | -90.9% | -44.2% |
| 1Y | -37.1% | +46.6% | -83.7% | -44.5% |
| All | -17.4% | +120.0% | -137.4% | -35.9% |
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