+1,195.0%
FLEX vs ARMK
+317.2%
+877.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.1% | +2.2% |
| 7D | -19.3% | -2.6% | -16.7% | -17.7% |
| 30D | -41.5% | -5.2% | -36.3% | -39.4% |
| 3M | -43.1% | -6.5% | -36.6% | -40.6% |
| 6M | -48.2% | +15.3% | -63.5% | -51.8% |
| YTD | +15.5% | +43.6% | -28.1% | -4.4% |
| 1Y | +10.2% | +42.1% | -31.8% | -8.5% |
| 3Y | +256.8% | +94.0% | +162.8% | +146.3% |
| 5Y | +408.2% | +96.3% | +311.9% | +244.8% |
| 10Y | +580.8% | +126.7% | +454.2% | +277.9% |
| All | +1,195.0% | +317.2% | +877.8% | +550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling