+310.7%
FTI vs ARMK
+134.7%
+175.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.2% |
| 7D | -2.3% | +0.3% | -2.7% | -2.5% |
| 30D | +5.0% | +2.4% | +2.7% | +3.3% |
| 3M | +13.8% | +6.1% | +7.8% | +9.7% |
| 6M | +22.9% | +41.8% | -18.9% | -0.4% |
| YTD | +75.0% | +55.5% | +19.4% | +33.9% |
| 1Y | +96.9% | +49.6% | +47.3% | +53.2% |
| 3Y | +276.7% | +122.8% | +154.0% | +122.2% |
| 5Y | +1,157.0% | +151.0% | +1,006.0% | +557.5% |
| 10Y | +310.7% | +137.9% | +172.7% | +108.5% |
| All | +310.7% | +134.7% | +175.9% | +108.5% |
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