+640.4%
FLEX vs ARMK
+131.1%
+509.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.2% | +7.8% | +9.7% |
| 7D | -7.2% | +0.9% | -8.1% | -7.0% |
| 30D | -34.8% | -0.4% | -34.4% | -34.0% |
| 3M | -35.6% | -2.0% | -33.6% | -34.2% |
| 6M | -45.0% | +22.0% | -67.0% | -50.4% |
| YTD | +29.4% | +49.6% | -20.2% | +4.3% |
| 1Y | +24.8% | +46.4% | -21.6% | +1.5% |
| 3Y | +304.4% | +103.2% | +201.2% | +169.2% |
| 5Y | +484.1% | +108.1% | +375.9% | +279.1% |
| 10Y | +640.4% | +129.4% | +511.0% | +314.0% |
| All | +640.4% | +131.1% | +509.3% | +314.0% |
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 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