-59.1%
FND vs ARMK
+144.7%
-203.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | -5.2% | -2.4% | -2.8% | -3.7% |
| 30D | -19.9% | 0.0% | -19.9% | -20.1% |
| 3M | +2.7% | +6.7% | -3.9% | -1.5% |
| 6M | -21.7% | +38.8% | -60.5% | -37.1% |
| YTD | -17.5% | +55.2% | -72.7% | -38.6% |
| 1Y | -39.3% | +46.6% | -85.9% | -53.1% |
| 3Y | -49.8% | +112.9% | -162.7% | -70.8% |
| All | -59.1% | +144.7% | -203.8% | -78.7% |
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