-92.0%
FRMI vs ARMK
+43.2%
-135.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.1% | +26.6% | +26.6% |
| 7D | +66.2% | +2.7% | +63.6% | +63.6% |
| 30D | -17.4% | -1.5% | -15.9% | -16.3% |
| 3M | -60.5% | -11.6% | -48.9% | -58.0% |
| 6M | -56.5% | +6.7% | -63.2% | -55.7% |
| YTD | -67.4% | +47.4% | -114.8% | -59.8% |
| 1Y | -85.1% | +41.5% | -126.6% | -83.1% |
| All | -92.0% | +43.2% | -135.2% | -90.4% |
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 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