+121.6%
ARMK vs SBAC
-7.2%
+128.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | 0.0% | +6.9% | -6.9% | -0.9% |
| 3M | +6.7% | -8.2% | +14.9% | +7.9% |
| 6M | +38.8% | -1.6% | +40.5% | +38.5% |
| YTD | +55.2% | -0.1% | +55.3% | +54.0% |
| 1Y | +46.6% | -0.5% | +47.1% | +45.4% |
| All | +121.6% | -7.2% | +128.8% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling