+302.2%
ARMK vs SPY
+435.0%
-132.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | 0.0% | +0.1% | 0.0% | -0.1% |
| 3M | +6.7% | +2.0% | +4.7% | +4.0% |
| 6M | +38.8% | +13.0% | +25.8% | +21.6% |
| YTD | +55.2% | +13.5% | +41.6% | +35.3% |
| 1Y | +46.6% | +20.0% | +26.6% | +20.4% |
| 3Y | +112.9% | +77.2% | +35.7% | +14.1% |
| 5Y | +144.0% | +81.9% | +62.1% | +27.0% |
| 10Y | +132.4% | +314.1% | -181.6% | -42.1% |
| All | +302.2% | +435.0% | -132.9% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling