+118.1%
FN vs ARMK
+96.1%
+22.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +8.0% | +2.8% | +5.2% | +7.2% |
| 30D | -19.1% | -1.8% | -17.4% | -18.2% |
| 3M | -29.8% | -10.9% | -19.0% | -26.8% |
| 6M | -43.2% | +21.2% | -64.4% | -46.2% |
| YTD | -18.9% | +47.0% | -66.0% | -28.0% |
| 1Y | -17.9% | +42.9% | -60.7% | -26.5% |
| All | +118.1% | +96.1% | +22.0% | +75.4% |
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 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