-49.8%
FLUT vs ARMK
+106.7%
-156.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.7% | +2.7% | -3.4% | -1.9% |
| 30D | +9.3% | -1.5% | +10.7% | +9.3% |
| 3M | -17.5% | -11.6% | -5.9% | -13.3% |
| 6M | -14.6% | +6.7% | -21.4% | -17.7% |
| YTD | -62.3% | +47.4% | -109.7% | -68.9% |
| 1Y | -59.6% | +41.5% | -101.1% | -66.1% |
| 3Y | -45.3% | +95.5% | -140.8% | -61.9% |
| All | -49.8% | +106.7% | -156.5% | -68.4% |
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