+302.2%
ARMK vs SM
-48.4%
+350.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | 0.0% | +26.3% | -26.3% | -3.3% |
| 3M | +6.7% | +8.7% | -2.0% | +4.8% |
| 6M | +38.8% | +51.7% | -12.9% | +29.1% |
| YTD | +55.2% | +99.0% | -43.9% | +38.5% |
| 1Y | +46.6% | +34.6% | +12.0% | +37.6% |
| 3Y | +112.9% | -7.8% | +120.6% | +105.1% |
| 5Y | +144.0% | +104.8% | +39.2% | +102.2% |
| 10Y | +132.4% | +7.2% | +125.2% | +36.7% |
| All | +302.2% | -48.4% | +350.5% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling