+108.3%
ARMK vs SFM
+116.0%
-7.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.7% | +6.0% | -3.4% | +2.2% |
| 30D | -1.5% | -19.5% | +18.0% | 0.0% |
| 3M | -11.6% | -37.0% | +25.5% | -8.1% |
| 6M | +6.7% | -41.0% | +47.8% | +11.3% |
| YTD | +47.4% | -34.6% | +82.1% | +51.4% |
| 1Y | +41.5% | -36.3% | +77.7% | +45.7% |
| 3Y | +95.5% | +24.5% | +71.0% | +86.2% |
| All | +108.3% | +116.0% | -7.6% | +83.6% |
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