-55.6%
FSLY vs ARMK
+144.6%
-200.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.9% |
| 7D | -10.6% | -2.4% | -8.2% | -9.2% |
| 30D | -20.9% | 0.0% | -20.9% | -20.8% |
| 3M | +3.4% | +6.7% | -3.2% | -1.1% |
| 6M | +2.7% | +38.8% | -36.1% | -18.5% |
| YTD | +102.3% | +55.2% | +47.1% | +41.0% |
| 1Y | +182.1% | +46.6% | +135.4% | +105.4% |
| 3Y | -14.6% | +112.9% | -127.5% | -58.3% |
| All | -55.6% | +144.6% | -200.2% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling