+211.7%
FTI vs ARMK
+101.3%
+110.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.4% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | -8.0% | -0.4% | -7.7% | -8.1% |
| 3M | -8.0% | -2.0% | -6.1% | -7.8% |
| 6M | -8.7% | +22.0% | -30.6% | -14.1% |
| YTD | +43.9% | +49.6% | -5.7% | +26.7% |
| 1Y | +49.8% | +46.4% | +3.4% | +32.8% |
| 3Y | +211.7% | +103.2% | +108.5% | +158.5% |
| All | +211.7% | +101.3% | +110.4% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling