+40.3%
ARMK vs SM
+70.4%
-30.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -15.3% | +11.1% | -4.3% |
| 7D | -5.8% | -21.5% | +15.7% | -6.1% |
| 30D | -5.3% | -11.4% | +6.1% | -5.2% |
| 3M | -6.7% | +0.6% | -7.4% | -6.1% |
| 6M | +17.4% | +0.2% | +17.1% | +18.1% |
| YTD | +43.0% | +69.7% | -26.6% | +37.7% |
| 1Y | +40.3% | +71.6% | -31.2% | +34.7% |
| All | +40.3% | +70.4% | -30.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling