+128.5%
FTV vs ARMK
+157.3%
-28.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +1.2% |
| 7D | +0.4% | +0.9% | -0.5% | 0.0% |
| 30D | +17.2% | -0.4% | +17.5% | +17.0% |
| 3M | +8.9% | -2.0% | +10.8% | +9.1% |
| 6M | +11.3% | +22.0% | -10.7% | +3.1% |
| YTD | +21.9% | +49.6% | -27.7% | +5.1% |
| 1Y | +31.6% | +46.4% | -14.8% | +14.2% |
| 3Y | +38.1% | +103.2% | -65.1% | +6.0% |
| 5Y | +15.7% | +108.1% | -92.4% | -13.4% |
| 10Y | +107.5% | +129.4% | -22.0% | +45.7% |
| All | +128.5% | +157.3% | -28.7% | +56.9% |
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