+81.3%
FN vs ARMK
+83.8%
-2.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.9% | -10.4% | -12.8% |
| 7D | -16.0% | -10.2% | -5.8% | -12.3% |
| 30D | -40.1% | -9.3% | -30.8% | -37.6% |
| 3M | -43.9% | -11.4% | -32.5% | -41.1% |
| 6M | -55.6% | +11.6% | -67.2% | -56.7% |
| YTD | -35.7% | +37.5% | -73.1% | -41.4% |
| 1Y | -39.8% | +34.9% | -74.7% | -45.0% |
| All | +81.3% | +83.8% | -2.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling