+135.4%
ARMK vs SPY
+311.3%
-175.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +2.0% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | +3.1% | -0.9% | +4.1% | +4.1% |
| 3M | +9.2% | +3.9% | +5.3% | +4.4% |
| 6M | +43.7% | +14.5% | +29.2% | +23.4% |
| YTD | +57.4% | +12.9% | +44.4% | +37.3% |
| 1Y | +51.9% | +19.4% | +32.5% | +24.4% |
| 3Y | +125.4% | +78.5% | +46.9% | +16.4% |
| 5Y | +149.1% | +81.8% | +67.3% | +25.6% |
| 10Y | +135.4% | +311.5% | -176.1% | -42.3% |
| All | +135.4% | +311.3% | -175.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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