+130.3%
ARMK vs SBAC
+110.3%
+20.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +7.1% | -3.4% | +10.5% | +8.0% |
| 30D | -1.6% | +2.6% | -4.2% | -2.5% |
| 3M | -10.5% | +2.6% | -13.2% | -11.5% |
| 6M | +11.8% | -11.5% | +23.3% | +14.3% |
| YTD | +47.3% | -1.6% | +48.9% | +44.9% |
| 1Y | +41.5% | -5.1% | +46.6% | +40.6% |
| 3Y | +95.3% | -9.3% | +104.7% | +92.9% |
| 5Y | +108.1% | -41.0% | +149.1% | +131.3% |
| All | +130.3% | +110.3% | +20.1% | +97.6% |
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