-93.7%
FRMI vs ARMK
+43.1%
-136.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.2% | +13.6% | +13.7% |
| 7D | +34.6% | +7.1% | +27.5% | +29.0% |
| 30D | -44.6% | -1.6% | -43.0% | -43.8% |
| 3M | -72.9% | -10.5% | -62.4% | -71.4% |
| 6M | -62.3% | +11.8% | -74.1% | -61.4% |
| YTD | -74.3% | +47.3% | -121.5% | -68.2% |
| 1Y | -90.5% | +41.5% | -132.0% | -89.2% |
| All | -93.7% | +43.1% | -136.7% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling