-14.2%
FSLY vs ARMK
+174.3%
-188.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -10.6% | -2.4% | -8.2% | -9.9% |
| 30D | -20.9% | 0.0% | -20.9% | -20.8% |
| 3M | +3.4% | +6.7% | -3.2% | +1.2% |
| 6M | +2.7% | +38.8% | -36.1% | -8.4% |
| YTD | +102.3% | +55.2% | +47.1% | +70.0% |
| 1Y | +182.1% | +46.6% | +135.4% | +142.1% |
| 3Y | -14.6% | +112.9% | -127.5% | -36.2% |
| 5Y | -55.9% | +144.0% | -199.9% | -67.7% |
| All | -14.2% | +174.3% | -188.4% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling