+129.4%
ARMK vs SFM
+146.8%
-17.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +0.9% | -10.2% | +11.2% | +1.5% |
| 30D | -0.4% | -23.9% | +23.5% | +1.0% |
| 3M | -2.0% | -42.3% | +40.3% | +1.2% |
| 6M | +22.0% | -40.1% | +62.1% | +25.3% |
| YTD | +49.6% | -37.8% | +87.4% | +52.9% |
| 1Y | +46.4% | -37.1% | +83.4% | +49.4% |
| 3Y | +103.2% | +21.5% | +81.7% | +100.4% |
| 5Y | +108.1% | +103.8% | +4.3% | +99.4% |
| 10Y | +129.4% | +142.0% | -12.5% | +124.1% |
| All | +129.4% | +146.8% | -17.4% | +124.1% |
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