+195.1%
FN vs ARMK
+106.4%
+88.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.3% |
| 7D | -4.1% | -0.7% | -3.4% | -3.3% |
| 30D | -28.3% | -1.3% | -27.0% | -27.3% |
| 3M | -33.9% | -2.5% | -31.4% | -32.5% |
| 6M | -43.9% | +20.8% | -64.7% | -48.4% |
| YTD | -23.4% | +48.2% | -71.6% | -36.5% |
| 1Y | -25.4% | +45.7% | -71.1% | -37.8% |
| 3Y | +107.9% | +96.6% | +11.3% | +41.8% |
| 5Y | +195.1% | +106.6% | +88.5% | +83.4% |
| All | +195.1% | +106.4% | +88.7% | +83.4% |
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