+85.4%
FROG vs ARMK
+41.1%
+44.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.7% | -2.1% |
| 7D | -14.1% | -5.8% | -8.3% | -13.7% |
| 30D | -11.8% | -5.3% | -6.5% | -11.3% |
| 3M | +0.1% | -6.7% | +6.9% | +1.0% |
| 6M | +64.2% | +17.4% | +46.8% | +60.8% |
| YTD | +38.2% | +43.0% | -4.8% | +19.5% |
| 1Y | +85.4% | +40.3% | +45.1% | +63.3% |
| All | +85.4% | +41.1% | +44.3% | +63.3% |
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