+420.4%
FIX vs ARMK
+83.8%
+336.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.9% | -7.7% | -9.5% |
| 7D | -27.2% | -10.2% | -17.0% | -22.7% |
| 30D | -46.9% | -9.3% | -37.6% | -43.8% |
| 3M | -44.4% | -11.4% | -33.0% | -40.6% |
| 6M | -50.9% | +11.6% | -62.5% | -52.8% |
| YTD | +3.5% | +37.5% | -33.9% | -9.7% |
| 1Y | -2.1% | +34.9% | -37.0% | -14.1% |
| All | +420.4% | +83.8% | +336.6% | +326.3% |
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