-45.6%
FLEX vs ARMK
+20.5%
-66.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.5% |
| 7D | +2.2% | +2.8% | -0.6% | +0.3% |
| 30D | -32.6% | -1.8% | -30.9% | -31.1% |
| 3M | -35.5% | -10.9% | -24.6% | -31.8% |
| 6M | -45.6% | +21.2% | -66.8% | -42.8% |
| All | -45.6% | +20.5% | -66.0% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling