+51.3%
ARMK vs SM
+45.2%
+6.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.5% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +3.1% | +31.5% | -28.4% | +3.9% |
| 3M | +9.2% | +17.3% | -8.1% | +9.7% |
| 6M | +43.7% | +48.5% | -4.8% | +42.7% |
| YTD | +57.4% | +106.3% | -48.9% | +52.9% |
| All | +51.3% | +45.2% | +6.2% | +47.8% |
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 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