+25.0%
FLEX vs ARMK
+41.1%
-16.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.2% | -8.2% | -10.0% |
| 7D | -17.0% | -5.8% | -11.2% | -13.9% |
| 30D | -33.8% | -5.3% | -28.6% | -31.4% |
| 3M | -39.0% | -6.7% | -32.3% | -36.1% |
| 6M | -15.9% | +17.4% | -33.3% | -16.3% |
| YTD | +27.8% | +43.0% | -15.2% | +31.8% |
| 1Y | +25.0% | +40.3% | -15.4% | +27.8% |
| All | +25.0% | +41.1% | -16.1% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling