-33.9%
FSLY vs ARMK
+153.8%
-187.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +1.4% |
| 7D | -31.4% | -2.6% | -28.8% | -30.5% |
| 30D | -37.3% | -5.2% | -32.1% | -35.8% |
| 3M | -30.1% | -6.5% | -23.6% | -28.1% |
| 6M | -49.8% | +15.3% | -65.1% | -52.0% |
| YTD | +55.7% | +43.6% | +12.1% | +35.1% |
| 1Y | +44.5% | +42.1% | +2.4% | +25.9% |
| 3Y | -4.3% | +94.0% | -98.3% | -26.1% |
| 5Y | -68.2% | +96.3% | -164.4% | -75.3% |
| All | -33.9% | +153.8% | -187.7% | -41.9% |
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