+47.1%
ARMK vs SM
+62.4%
-15.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.2% |
| 7D | +0.9% | -22.3% | +23.2% | +0.7% |
| 30D | -0.4% | -21.4% | +21.0% | -0.5% |
| 3M | -2.0% | +1.4% | -3.3% | -1.0% |
| 6M | +22.0% | +0.1% | +21.8% | +23.0% |
| YTD | +49.6% | +59.0% | -9.3% | +44.0% |
| All | +47.1% | +62.4% | -15.3% | +40.3% |
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