+129.7%
FTI vs ARMK
+350.8%
-221.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +5.3% | -2.4% | +7.7% | +6.5% |
| 30D | +15.3% | 0.0% | +15.3% | +14.9% |
| 3M | +15.8% | +6.7% | +9.1% | +11.3% |
| 6M | +22.6% | +38.8% | -16.2% | +1.4% |
| YTD | +79.5% | +55.2% | +24.4% | +39.2% |
| 1Y | +102.0% | +46.6% | +55.4% | +60.8% |
| 3Y | +315.8% | +112.9% | +202.9% | +158.5% |
| 5Y | +1,129.5% | +144.0% | +985.5% | +578.7% |
| 10Y | +320.9% | +132.4% | +188.5% | +115.0% |
| All | +129.7% | +350.8% | -221.1% | +5.2% |
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