+49.0%
FND vs ARMK
+127.9%
-78.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -6.8% | +2.7% | -9.5% | -8.0% |
| 30D | +8.0% | -1.5% | +9.5% | +8.1% |
| 3M | -18.9% | -11.6% | -7.4% | -14.5% |
| 6M | +4.7% | +6.7% | -2.1% | +0.7% |
| YTD | -21.6% | +47.4% | -69.0% | -36.0% |
| 1Y | -22.0% | +41.5% | -63.5% | -35.0% |
| 3Y | -40.4% | +95.5% | -136.0% | -58.1% |
| 5Y | -63.8% | +108.4% | -172.2% | -75.3% |
| All | +49.0% | +127.9% | -78.9% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling