+1,168.7%
FTI vs ARMK
+148.1%
+1,020.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | +12.3% | +3.1% | +9.2% | +10.9% |
| 3M | +13.8% | +9.2% | +4.5% | +10.0% |
| 6M | +24.3% | +43.7% | -19.4% | +7.9% |
| YTD | +75.8% | +57.4% | +18.4% | +47.1% |
| 1Y | +99.6% | +51.9% | +47.8% | +68.8% |
| 3Y | +278.4% | +125.4% | +153.0% | +164.8% |
| 5Y | +1,168.7% | +149.1% | +1,019.6% | +727.0% |
| All | +1,168.7% | +148.1% | +1,020.6% | +727.0% |
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