-28.3%
FSLY vs ARMK
+160.2%
-188.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +11.8% | +7.1% | +4.7% | +9.0% |
| 30D | -36.5% | -1.6% | -34.9% | -35.9% |
| 3M | -39.7% | -10.5% | -29.2% | -37.0% |
| 6M | -9.7% | +11.8% | -21.4% | -12.9% |
| YTD | +68.9% | +47.3% | +21.6% | +45.1% |
| 1Y | +44.5% | +41.5% | +3.0% | +26.1% |
| 3Y | +4.8% | +95.3% | -90.5% | -19.2% |
| 5Y | -66.0% | +108.1% | -174.2% | -74.0% |
| All | -28.3% | +160.2% | -188.6% | -37.6% |
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