+236.6%
FITB vs ARMK
+131.1%
+105.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.2% |
| 7D | -1.1% | +0.9% | -2.0% | -1.8% |
| 30D | +7.3% | -0.4% | +7.7% | +7.0% |
| 3M | -4.0% | -2.0% | -2.0% | -3.8% |
| 6M | +11.9% | +22.0% | -10.1% | -1.3% |
| YTD | +19.0% | +49.6% | -30.6% | -6.8% |
| 1Y | +31.0% | +46.4% | -15.3% | +3.8% |
| 3Y | +143.8% | +103.2% | +40.6% | +55.9% |
| 5Y | +48.9% | +108.1% | -59.2% | -8.1% |
| 10Y | +236.6% | +129.4% | +107.2% | +83.1% |
| All | +236.6% | +131.1% | +105.5% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling