+135.4%
ARMK vs SM
+12.3%
+123.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.8% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +3.1% | +31.5% | -28.4% | -1.5% |
| 3M | +9.2% | +17.3% | -8.1% | +5.7% |
| 6M | +43.7% | +48.5% | -4.8% | +32.5% |
| YTD | +57.4% | +106.3% | -48.9% | +36.9% |
| 1Y | +51.9% | +47.3% | +4.6% | +38.9% |
| 3Y | +125.4% | -1.4% | +126.8% | +113.2% |
| 5Y | +149.1% | +114.0% | +35.0% | +96.9% |
| 10Y | +135.4% | +12.5% | +123.0% | +15.1% |
| All | +135.4% | +12.3% | +123.1% | +15.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling