-2.7%
FTV vs ARMK
+120.0%
-122.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.5% | -2.4% | -2.1% | -3.7% |
| 30D | -7.1% | 0.0% | -7.1% | -7.2% |
| 3M | -7.2% | +6.7% | -13.8% | -9.6% |
| 6M | -1.5% | +38.8% | -40.3% | -13.9% |
| YTD | +3.5% | +55.2% | -51.7% | -13.6% |
| 1Y | +20.3% | +46.6% | -26.3% | +2.7% |
| All | -2.7% | +120.0% | -122.6% | -28.7% |
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