+272.1%
ARMK vs SFM
+32.7%
+239.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.8% | +9.3% | +4.8% |
| 7D | -2.6% | -1.2% | -1.4% | -2.6% |
| 30D | -5.2% | -24.8% | +19.6% | -3.7% |
| 3M | -6.5% | -43.7% | +37.2% | -3.2% |
| 6M | +15.3% | -37.3% | +52.5% | +18.2% |
| YTD | +43.6% | -38.4% | +82.0% | +47.1% |
| 1Y | +42.1% | -36.9% | +79.0% | +45.1% |
| 3Y | +94.0% | +20.7% | +73.3% | +89.9% |
| 5Y | +96.3% | +103.5% | -7.2% | +84.9% |
| 10Y | +126.7% | +139.7% | -13.1% | +110.6% |
| All | +272.1% | +32.7% | +239.4% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling