+215.7%
SIMO vs ARMK
+91.9%
+123.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +2.4% |
| 7D | -22.0% | -2.6% | -19.4% | -21.0% |
| 30D | -43.0% | -5.2% | -37.9% | -41.6% |
| 3M | -39.1% | -6.5% | -32.6% | -37.2% |
| 6M | -33.3% | +15.3% | -48.5% | -35.8% |
| YTD | +77.0% | +43.6% | +33.4% | +55.6% |
| 1Y | +73.0% | +42.1% | +31.0% | +52.5% |
| 3Y | +215.7% | +94.0% | +121.7% | +151.5% |
| All | +215.7% | +91.9% | +123.8% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling