-70.4%
FLNC vs ARMK
+130.0%
-200.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +2.1% |
| 7D | -4.9% | -2.4% | -2.5% | -3.3% |
| 30D | -27.3% | 0.0% | -27.3% | -27.4% |
| 3M | -61.9% | +6.7% | -68.5% | -63.7% |
| 6M | -34.5% | +38.8% | -73.3% | -49.8% |
| YTD | -47.7% | +55.2% | -102.9% | -63.9% |
| 1Y | +53.3% | +46.6% | +6.7% | +10.3% |
| 3Y | -62.4% | +112.9% | -175.3% | -82.8% |
| All | -70.4% | +130.0% | -200.4% | -87.7% |
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