+1,027.6%
FIX vs ARMK
+106.7%
+920.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +2.7% | +6.8% | +8.0% |
| 30D | -27.8% | -1.5% | -26.3% | -26.6% |
| 3M | -35.6% | -11.6% | -24.0% | -31.0% |
| 6M | -45.2% | +6.7% | -52.0% | -46.6% |
| YTD | +19.5% | +47.4% | -27.9% | -0.9% |
| 1Y | +24.2% | +41.5% | -17.2% | +4.9% |
| 3Y | +494.2% | +95.5% | +398.6% | +320.6% |
| All | +1,027.6% | +106.7% | +920.9% | +627.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling