-70.8%
FIS vs ARMK
+106.7%
-177.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +2.8% | +2.7% | +0.2% | +1.6% |
| 30D | -16.7% | -1.5% | -15.2% | -16.3% |
| 3M | -32.3% | -11.6% | -20.7% | -29.0% |
| 6M | -29.1% | +6.7% | -35.8% | -31.4% |
| YTD | -54.1% | +47.4% | -101.6% | -61.8% |
| 1Y | -53.7% | +41.5% | -95.2% | -60.8% |
| 3Y | -38.8% | +95.5% | -134.4% | -56.9% |
| All | -70.8% | +106.7% | -177.5% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling