+131.6%
ARMK vs SM
+10.6%
+121.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.3% | -1.7% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -1.8% | -17.3% | +15.6% | +0.9% |
| 3M | -10.9% | -3.6% | -7.3% | -10.9% |
| 6M | +21.2% | +2.9% | +18.3% | +18.9% |
| YTD | +47.0% | +70.2% | -23.2% | +31.0% |
| 1Y | +42.9% | +66.5% | -23.6% | +27.6% |
| 3Y | +95.0% | -8.2% | +103.2% | +85.8% |
| 5Y | +106.2% | -1.5% | +107.7% | +85.4% |
| 10Y | +131.6% | +11.9% | +119.7% | +13.6% |
| All | +131.6% | +10.6% | +121.0% | +13.6% |
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