+131.6%
ARMK vs SFM
+140.8%
-9.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | +2.8% | -7.1% | +9.8% | +3.2% |
| 30D | -1.8% | -21.4% | +19.6% | -0.6% |
| 3M | -10.9% | -40.1% | +29.2% | -8.2% |
| 6M | +21.2% | -38.0% | +59.3% | +24.3% |
| YTD | +47.0% | -36.5% | +83.5% | +50.1% |
| 1Y | +42.9% | -35.2% | +78.1% | +45.6% |
| 3Y | +95.0% | +23.5% | +71.5% | +92.0% |
| 5Y | +106.2% | +109.7% | -3.5% | +97.0% |
| 10Y | +131.6% | +132.6% | -1.0% | +128.4% |
| All | +131.6% | +140.8% | -9.1% | +128.4% |
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