+4.2%
FTV vs ARMK
+144.7%
-140.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.5% | -2.4% | -2.1% | -3.6% |
| 30D | -7.1% | 0.0% | -7.1% | -7.3% |
| 3M | -7.2% | +6.7% | -13.8% | -9.7% |
| 6M | -1.5% | +38.8% | -40.3% | -14.3% |
| YTD | +3.5% | +55.2% | -51.7% | -14.1% |
| 1Y | +20.3% | +46.6% | -26.3% | +2.1% |
| 3Y | -3.1% | +112.9% | -116.0% | -30.5% |
| All | +4.2% | +144.7% | -140.5% | -30.3% |
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