+98.1%
ARMK vs SPY
+67.4%
+30.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.2% |
| 7D | -2.6% | -2.7% | +0.1% | -0.2% |
| 30D | -5.2% | -5.4% | +0.2% | -0.3% |
| 3M | -6.5% | -4.1% | -2.4% | -2.9% |
| 6M | +15.3% | +0.7% | +14.6% | +14.0% |
| YTD | +43.6% | +8.7% | +34.9% | +32.1% |
| 1Y | +42.1% | +10.9% | +31.2% | +28.0% |
| 3Y | +94.0% | +75.0% | +19.0% | +9.8% |
| All | +98.1% | +67.4% | +30.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling