+663.2%
FLEX vs ARMK
+144.6%
+518.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | -0.9% | -2.4% | +1.5% | +0.4% |
| 30D | -10.1% | 0.0% | -10.2% | -10.3% |
| 3M | -31.3% | +6.7% | -38.0% | -33.9% |
| 6M | +71.3% | +38.8% | +32.5% | +41.5% |
| YTD | +81.2% | +55.2% | +26.1% | +39.4% |
| 1Y | +98.5% | +46.6% | +51.9% | +57.0% |
| 3Y | +428.2% | +112.9% | +315.3% | +219.6% |
| All | +663.2% | +144.6% | +518.6% | +309.2% |
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