+69.0%
FROG vs ARMK
+175.6%
-106.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.1% |
| 7D | +26.8% | +2.8% | +24.0% | +26.2% |
| 30D | +10.6% | -1.8% | +12.4% | +11.7% |
| 3M | +27.2% | -10.9% | +38.1% | +32.7% |
| 6M | +58.7% | +21.2% | +37.5% | +46.7% |
| YTD | +75.3% | +47.0% | +28.3% | +49.2% |
| 1Y | +71.1% | +42.9% | +28.2% | +47.2% |
| 3Y | +319.6% | +95.0% | +224.6% | +210.4% |
| 5Y | +195.7% | +106.2% | +89.4% | +106.7% |
| All | +69.0% | +175.6% | -106.5% | +16.0% |
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