-29.1%
FN vs ARMK
+40.7%
-69.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.5% | +7.2% | +9.7% |
| 7D | 0.0% | -2.6% | +2.6% | +1.0% |
| 30D | -34.3% | -5.2% | -29.1% | -33.0% |
| 3M | -39.9% | -6.5% | -33.4% | -38.1% |
| 6M | -51.8% | +15.3% | -67.1% | -51.1% |
| YTD | -28.1% | +43.6% | -71.7% | -21.7% |
| 1Y | -29.1% | +42.1% | -71.1% | -22.6% |
| All | -29.1% | +40.7% | -69.7% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling