+312.3%
FITB vs ARMK
+334.6%
-22.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.3% |
| 7D | -1.1% | +0.9% | -2.0% | -1.8% |
| 30D | +7.3% | -0.4% | +7.7% | +7.1% |
| 3M | -4.0% | -2.0% | -2.0% | -3.8% |
| 6M | +11.9% | +22.0% | -10.1% | -1.1% |
| YTD | +19.0% | +49.6% | -30.6% | -6.3% |
| 1Y | +31.0% | +46.4% | -15.3% | +4.4% |
| 3Y | +143.8% | +103.2% | +40.6% | +57.7% |
| 5Y | +48.9% | +108.1% | -59.2% | -6.9% |
| 10Y | +236.6% | +129.4% | +107.2% | +81.0% |
| All | +312.3% | +334.6% | -22.3% | +97.6% |
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