+144.5%
ARMK vs SM
+107.8%
+36.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | 0.0% | +26.3% | -26.3% | -3.1% |
| 3M | +6.7% | +8.7% | -2.0% | +5.0% |
| 6M | +38.8% | +51.7% | -12.9% | +28.9% |
| YTD | +55.2% | +99.0% | -43.9% | +37.7% |
| 1Y | +46.6% | +34.6% | +12.0% | +37.7% |
| 3Y | +112.9% | -7.8% | +120.6% | +103.8% |
| All | +144.5% | +107.8% | +36.6% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling