+135.4%
ARMK vs SBAC
+76.8%
+58.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +3.1% | +3.2% | -0.1% | +2.2% |
| 3M | +9.2% | -5.1% | +14.3% | +10.3% |
| 6M | +43.7% | -2.1% | +45.8% | +42.6% |
| YTD | +57.4% | -0.5% | +57.9% | +55.0% |
| 1Y | +51.9% | +1.1% | +50.7% | +48.6% |
| 3Y | +125.4% | -7.4% | +132.8% | +121.8% |
| 5Y | +149.1% | -44.3% | +193.4% | +182.6% |
| 10Y | +135.4% | +77.6% | +57.9% | +102.2% |
| All | +135.4% | +76.8% | +58.7% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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