+130.3%
ARMK vs SFM
+137.0%
-6.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | +7.1% | -0.4% | +7.5% | +7.1% |
| 30D | -1.6% | -19.2% | +17.6% | -0.7% |
| 3M | -10.5% | -40.3% | +29.8% | -7.8% |
| 6M | +11.8% | -40.9% | +52.6% | +15.0% |
| YTD | +47.3% | -35.5% | +82.8% | +50.2% |
| 1Y | +41.5% | -37.4% | +78.9% | +44.6% |
| 3Y | +95.3% | +25.5% | +69.9% | +92.2% |
| 5Y | +108.1% | +113.0% | -4.9% | +98.7% |
| All | +130.3% | +137.0% | -6.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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