+127.8%
FISV vs ARMK
+328.3%
-200.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | +2.7% | -1.2% | +0.5% |
| 30D | +38.4% | -1.5% | +39.9% | +38.4% |
| 3M | +14.9% | -11.6% | +26.5% | +19.0% |
| 6M | +21.8% | +6.7% | +15.0% | +18.3% |
| YTD | -5.0% | +47.4% | -52.5% | -17.5% |
| 1Y | -1.2% | +41.5% | -42.6% | -13.0% |
| 3Y | -47.5% | +95.5% | -143.1% | -59.0% |
| 5Y | -36.7% | +108.4% | -145.1% | -52.5% |
| 10Y | +26.9% | +132.3% | -105.4% | -14.9% |
| All | +127.8% | +328.3% | -200.5% | +36.4% |
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 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