+626.9%
FLEX vs ARMK
+125.8%
+501.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.1% |
| 7D | -13.6% | -0.7% | -12.9% | -12.7% |
| 30D | -36.5% | -1.3% | -35.2% | -35.4% |
| 3M | -36.4% | -2.5% | -34.0% | -34.9% |
| 6M | -46.5% | +20.8% | -67.3% | -51.4% |
| YTD | +25.9% | +48.2% | -22.3% | +2.1% |
| 1Y | +19.6% | +45.7% | -26.2% | -2.5% |
| 3Y | +287.0% | +96.6% | +190.5% | +162.4% |
| 5Y | +466.6% | +106.6% | +360.0% | +269.3% |
| 10Y | +626.9% | +132.6% | +494.4% | +307.8% |
| All | +626.9% | +125.8% | +501.1% | +307.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling