+198.9%
FROG vs ARMK
+106.6%
+92.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +48.2% | +7.1% | +41.1% | +44.1% |
| 30D | +11.4% | -1.6% | +13.0% | +12.7% |
| 3M | +28.5% | -10.5% | +39.1% | +35.4% |
| 6M | +63.7% | +11.8% | +51.9% | +54.1% |
| YTD | +77.1% | +47.3% | +29.8% | +42.7% |
| 1Y | +79.3% | +41.5% | +37.9% | +47.7% |
| 3Y | +323.8% | +95.3% | +228.4% | +175.0% |
| 5Y | +198.9% | +108.1% | +90.8% | +72.2% |
| All | +198.9% | +106.6% | +92.3% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling