+8.1%
FPS vs ARMK
+47.2%
-39.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.7% |
| 7D | +3.1% | -2.4% | +5.5% | +3.9% |
| 30D | -18.6% | 0.0% | -18.6% | -18.0% |
| 3M | -51.5% | +6.7% | -58.1% | -51.9% |
| 6M | -8.5% | +38.8% | -47.3% | -13.6% |
| All | +8.1% | +47.2% | -39.1% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling