-49.4%
FISV vs ARMK
+96.4%
-145.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.8% |
| 7D | -2.0% | +7.1% | -9.1% | -4.1% |
| 30D | +31.8% | -1.6% | +33.4% | +31.8% |
| 3M | +19.3% | -10.5% | +29.8% | +23.3% |
| 6M | +12.1% | +11.8% | +0.3% | +6.6% |
| YTD | -8.4% | +47.3% | -55.7% | -21.9% |
| 1Y | -4.5% | +41.5% | -45.9% | -17.4% |
| All | -49.4% | +96.4% | -145.8% | -59.7% |
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