-26.1%
FLUT vs ARMK
+131.1%
-157.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.4% |
| 7D | -6.5% | +0.9% | -7.4% | -6.7% |
| 30D | +2.8% | -0.4% | +3.1% | +2.6% |
| 3M | -13.5% | -2.0% | -11.5% | -13.3% |
| 6M | -19.0% | +22.0% | -40.9% | -22.1% |
| YTD | -61.9% | +49.6% | -111.5% | -64.8% |
| 1Y | -63.2% | +46.4% | -109.6% | -65.9% |
| 3Y | -46.0% | +103.2% | -149.2% | -52.8% |
| 5Y | -51.8% | +108.1% | -159.9% | -58.4% |
| 10Y | -26.1% | +129.4% | -155.5% | -37.3% |
| All | -26.1% | +131.1% | -157.2% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling