-10.4%
FSLY vs ARMK
+178.1%
-188.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +3.9% |
| 7D | +3.5% | +1.7% | +1.8% | +2.9% |
| 30D | -6.4% | +3.1% | -9.5% | -7.3% |
| 3M | +10.9% | +9.2% | +1.7% | +7.6% |
| 6M | +6.7% | +43.7% | -37.0% | -6.0% |
| YTD | +111.1% | +57.4% | +53.7% | +76.6% |
| 1Y | +185.8% | +51.9% | +133.9% | +142.1% |
| 3Y | -6.6% | +125.4% | -132.0% | -31.6% |
| 5Y | -52.4% | +149.1% | -201.5% | -65.3% |
| All | -10.4% | +178.1% | -188.5% | -24.0% |
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