+129.4%
ARMK vs SPY
+315.0%
-185.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +1.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -0.4% | -3.3% | +3.0% | +3.3% |
| 3M | -2.0% | -2.4% | +0.5% | +0.5% |
| 6M | +22.0% | +2.6% | +19.4% | +18.0% |
| YTD | +49.6% | +11.2% | +38.4% | +32.5% |
| 1Y | +46.4% | +13.4% | +33.0% | +26.8% |
| 3Y | +103.2% | +79.9% | +23.3% | +3.5% |
| 5Y | +108.1% | +72.2% | +35.9% | +11.4% |
| 10Y | +129.4% | +307.3% | -177.9% | -38.5% |
| All | +129.4% | +315.0% | -185.6% | -38.5% |
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