+135.4%
ARMK vs SFM
+293.3%
-157.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.8% |
| 7D | +1.7% | -5.8% | +7.5% | +2.1% |
| 30D | +3.1% | -11.4% | +14.5% | +3.9% |
| 3M | +9.2% | -12.2% | +21.4% | +10.0% |
| 6M | +43.7% | -5.2% | +48.8% | +43.6% |
| YTD | +57.4% | -4.5% | +61.8% | +57.0% |
| 1Y | +51.9% | -45.4% | +97.2% | +57.7% |
| 3Y | +125.4% | +91.1% | +34.3% | +116.8% |
| 5Y | +149.1% | +226.8% | -77.7% | +132.8% |
| 10Y | +135.4% | +291.9% | -156.5% | +119.1% |
| All | +135.4% | +293.3% | -157.9% | +119.1% |
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