-27.9%
FIS vs ARMK
+317.2%
-345.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.7% |
| 7D | -25.5% | -2.6% | -22.8% | -24.6% |
| 30D | -15.1% | -5.2% | -9.9% | -13.6% |
| 3M | -32.1% | -6.5% | -25.6% | -30.8% |
| 6M | -36.1% | +15.3% | -51.3% | -39.3% |
| YTD | -55.4% | +43.6% | -99.0% | -60.7% |
| 1Y | -53.9% | +42.1% | -95.9% | -59.3% |
| 3Y | -39.8% | +94.0% | -133.8% | -52.7% |
| 5Y | -71.1% | +96.3% | -167.3% | -77.7% |
| 10Y | -53.8% | +126.7% | -180.5% | -67.1% |
| All | -27.9% | +317.2% | -345.1% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling