+312.8%
FITB vs ARMK
+350.8%
-38.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.9% |
| 30D | -4.7% | 0.0% | -4.8% | -5.0% |
| 3M | +6.7% | +6.7% | 0.0% | +2.6% |
| 6M | +12.6% | +38.8% | -26.3% | -6.8% |
| YTD | +19.1% | +55.2% | -36.1% | -7.5% |
| 1Y | +22.6% | +46.6% | -24.0% | -1.9% |
| 3Y | +127.1% | +112.9% | +14.2% | +44.1% |
| 5Y | +71.8% | +144.0% | -72.2% | -1.2% |
| 10Y | +287.2% | +132.4% | +154.8% | +107.3% |
| All | +312.8% | +350.8% | -38.1% | +95.1% |
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 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