-3.3%
FISV vs ARMK
+138.5%
-141.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -7.2% | -0.9% | -6.3% | -6.9% |
| 30D | -7.2% | -5.9% | -1.2% | -5.3% |
| 3M | -8.2% | +6.7% | -14.9% | -10.3% |
| 6M | -17.7% | +42.5% | -60.2% | -27.3% |
| YTD | -27.2% | +55.1% | -82.3% | -37.4% |
| 1Y | -63.0% | +50.3% | -113.3% | -67.8% |
| 3Y | -59.8% | +122.2% | -182.0% | -69.7% |
| 5Y | -55.8% | +155.2% | -211.0% | -68.7% |
| All | -3.3% | +138.5% | -141.8% | -33.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling