+81.0%
FROG vs ARMK
+47.4%
+33.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -11.3% | -2.4% | -8.9% | -11.0% |
| 30D | +3.6% | 0.0% | +3.6% | +3.9% |
| 3M | +1.7% | +6.7% | -5.0% | +1.1% |
| 6M | +123.5% | +38.8% | +84.7% | +105.9% |
| YTD | +40.2% | +55.2% | -14.9% | +20.7% |
| 1Y | +81.0% | +46.6% | +34.4% | +60.2% |
| All | +81.0% | +47.4% | +33.6% | +60.2% |
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