+2,009.8%
FN vs ARMK
+350.8%
+1,658.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | -22.0% | 0.0% | -22.0% | -22.0% |
| 3M | -43.0% | +6.7% | -49.7% | -44.3% |
| 6M | -27.7% | +38.8% | -66.6% | -35.0% |
| YTD | -10.5% | +55.2% | -65.7% | -22.7% |
| 1Y | +12.5% | +46.6% | -34.1% | -1.4% |
| 3Y | +153.8% | +112.9% | +40.9% | +95.1% |
| 5Y | +288.0% | +144.0% | +144.0% | +185.7% |
| 10Y | +906.4% | +132.4% | +774.0% | +640.0% |
| All | +2,009.8% | +350.8% | +1,658.9% | +1,168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling