-62.3%
FRMI vs ARMK
+6.3%
-68.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.2% | +13.6% | +13.5% |
| 7D | +34.6% | +7.1% | +27.5% | +19.9% |
| 30D | -44.6% | -1.6% | -43.0% | -42.7% |
| 3M | -72.9% | -10.5% | -62.4% | -67.0% |
| 6M | -62.3% | +11.8% | -74.1% | -70.7% |
| All | -62.3% | +6.3% | -68.6% | -70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling