+60.5%
FND vs ARMK
+129.1%
-68.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +6.8% | -0.7% | +7.5% | +6.9% |
| 30D | +13.1% | -1.3% | +14.4% | +13.1% |
| 3M | -13.1% | -2.5% | -10.6% | -12.7% |
| 6M | -0.6% | +20.8% | -21.4% | -10.4% |
| YTD | -15.5% | +48.2% | -63.7% | -31.2% |
| 1Y | -13.7% | +45.7% | -59.4% | -29.1% |
| 3Y | -35.0% | +96.6% | -131.6% | -54.3% |
| 5Y | -60.1% | +106.6% | -166.6% | -72.7% |
| All | +60.5% | +129.1% | -68.6% | +4.5% |
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