+185.8%
FSLY vs ARMK
+50.1%
+135.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +5.0% |
| 7D | +3.5% | +1.7% | +1.8% | +4.2% |
| 30D | -6.4% | +3.1% | -9.5% | -4.6% |
| 3M | +10.9% | +9.2% | +1.7% | +17.9% |
| 6M | +6.7% | +43.7% | -37.0% | +41.9% |
| YTD | +111.1% | +57.4% | +53.7% | +164.3% |
| 1Y | +185.8% | +51.9% | +133.9% | +271.2% |
| All | +185.8% | +50.1% | +135.7% | +271.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling