+85.5%
FTNT vs ARMK
+106.4%
-21.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | -36.5% | -1.3% | -35.2% | -36.4% |
| 3M | -24.7% | -2.5% | -22.3% | -24.7% |
| 6M | +8.3% | +20.8% | -12.5% | -2.4% |
| YTD | +55.6% | +48.2% | +7.4% | +25.4% |
| 1Y | +50.2% | +45.7% | +4.4% | +21.8% |
| 3Y | +143.2% | +96.6% | +46.6% | +60.0% |
| 5Y | +85.5% | +106.6% | -21.1% | +8.3% |
| All | +85.5% | +106.4% | -21.0% | +8.3% |
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