+302.2%
ARMK vs SFM
+120.0%
+182.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | 0.0% | -4.4% | +4.4% | +0.3% |
| 3M | +6.7% | +1.5% | +5.1% | +6.3% |
| 6M | +38.8% | +6.5% | +32.3% | +37.6% |
| YTD | +55.2% | +2.2% | +53.0% | +54.1% |
| 1Y | +46.6% | -41.9% | +88.5% | +51.8% |
| 3Y | +112.9% | +106.8% | +6.1% | +101.6% |
| 5Y | +144.0% | +231.6% | -87.6% | +123.0% |
| 10Y | +132.4% | +258.4% | -126.0% | +110.9% |
| All | +302.2% | +120.0% | +182.2% | +279.9% |
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