+442.4%
FLEX vs ARMK
+114.7%
+327.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.9% | -2.4% | +1.5% | +0.2% |
| 30D | -10.1% | 0.0% | -10.2% | -10.2% |
| 3M | -31.3% | +6.7% | -38.0% | -33.4% |
| 6M | +71.3% | +38.8% | +32.5% | +47.4% |
| YTD | +81.2% | +55.2% | +26.1% | +47.6% |
| 1Y | +98.5% | +46.6% | +51.9% | +65.5% |
| All | +442.4% | +114.7% | +327.7% | +269.9% |
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