+33.9%
FROG vs ARMK
+195.0%
-161.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | -5.5% | +1.7% | -7.2% | -6.1% |
| 30D | -3.1% | +3.1% | -6.2% | -4.4% |
| 3M | +1.2% | +9.2% | -8.0% | -2.3% |
| 6M | +113.7% | +43.7% | +70.0% | +84.8% |
| YTD | +38.9% | +57.4% | -18.5% | +15.2% |
| 1Y | +72.0% | +51.9% | +20.1% | +44.7% |
| 3Y | +217.1% | +125.4% | +91.7% | +121.6% |
| 5Y | +130.6% | +149.1% | -18.5% | +56.7% |
| All | +33.9% | +195.0% | -161.1% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling