-75.0%
FRSH vs ARMK
+170.6%
-245.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.7% |
| 7D | -6.6% | +3.1% | -9.7% | -8.3% |
| 30D | +2.1% | -2.8% | +4.9% | +3.6% |
| 3M | +29.0% | +7.6% | +21.4% | +22.7% |
| 6M | +48.6% | +47.9% | +0.7% | +15.0% |
| YTD | -2.9% | +60.0% | -63.0% | -29.2% |
| 1Y | -7.9% | +52.2% | -60.1% | -30.8% |
| 3Y | -46.5% | +131.4% | -177.9% | -72.1% |
| All | -75.0% | +170.6% | -245.6% | -88.0% |
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