+448.7%
FIX vs ARMK
+91.9%
+356.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +1.0% | +3.1% |
| 7D | -17.5% | -2.6% | -14.8% | -15.9% |
| 30D | -41.6% | -5.2% | -36.4% | -39.5% |
| 3M | -40.6% | -6.5% | -34.1% | -38.2% |
| 6M | -49.4% | +15.3% | -64.6% | -52.1% |
| YTD | +9.2% | +43.6% | -34.4% | -6.9% |
| 1Y | +6.5% | +42.1% | -35.6% | -9.0% |
| 3Y | +448.7% | +94.0% | +354.7% | +339.5% |
| All | +448.7% | +91.9% | +356.8% | +339.5% |
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