+78.5%
FTV vs ARMK
+136.6%
-58.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | -8.3% | +3.1% | -11.4% | -9.4% |
| 3M | -7.4% | +9.2% | -16.6% | -10.3% |
| 6M | -1.2% | +43.7% | -44.9% | -13.3% |
| YTD | +2.7% | +57.4% | -54.7% | -12.7% |
| 1Y | +18.4% | +51.9% | -33.4% | +1.8% |
| 3Y | -2.0% | +125.4% | -127.4% | -27.3% |
| 5Y | +3.4% | +149.1% | -145.7% | -26.9% |
| 10Y | +78.5% | +135.4% | -57.0% | +27.4% |
| All | +78.5% | +136.6% | -58.1% | +27.4% |
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