+98.1%
ARMK vs SFM
+105.4%
-7.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.8% | +9.3% | +4.9% |
| 7D | -2.6% | -1.2% | -1.4% | -2.6% |
| 30D | -5.2% | -24.8% | +19.6% | -3.3% |
| 3M | -6.5% | -43.7% | +37.2% | -1.9% |
| 6M | +15.3% | -37.3% | +52.5% | +19.2% |
| YTD | +43.6% | -38.4% | +82.0% | +48.2% |
| 1Y | +42.1% | -36.9% | +79.0% | +46.1% |
| 3Y | +94.0% | +20.7% | +73.3% | +85.1% |
| All | +98.1% | +105.4% | -7.3% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling