+220.0%
SIMO vs ARMK
+47.4%
+172.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +8.7% |
| 7D | +4.2% | -2.4% | +6.6% | +4.3% |
| 30D | +4.1% | 0.0% | +4.1% | +4.8% |
| 3M | -12.9% | +6.7% | -19.5% | -12.0% |
| 6M | +110.3% | +38.8% | +71.5% | +108.4% |
| YTD | +178.6% | +55.2% | +123.4% | +168.9% |
| 1Y | +220.0% | +46.6% | +173.4% | +223.3% |
| All | +220.0% | +47.4% | +172.6% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling