+130.6%
ARMK vs SM
+18.0%
+112.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.7% | +9.4% | -6.7% | +1.1% |
| 30D | -1.5% | -14.4% | +12.9% | +0.6% |
| 3M | -11.6% | +1.6% | -13.1% | -12.4% |
| 6M | +6.7% | +6.3% | +0.4% | +4.1% |
| YTD | +47.4% | +78.8% | -31.4% | +30.4% |
| 1Y | +41.5% | +83.1% | -41.7% | +24.4% |
| 3Y | +95.5% | -5.9% | +101.4% | +85.6% |
| 5Y | +108.4% | +4.8% | +103.6% | +85.4% |
| All | +130.6% | +18.0% | +112.6% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling