+1,326.2%
SIMO vs ARMK
+299.4%
+1,026.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.9% | -10.5% | -13.4% |
| 7D | -31.4% | -10.2% | -21.2% | -29.2% |
| 30D | -45.2% | -9.3% | -35.9% | -43.5% |
| 3M | -36.5% | -11.4% | -25.1% | -34.2% |
| 6M | -34.2% | +11.6% | -45.8% | -35.9% |
| YTD | +69.9% | +37.5% | +32.4% | +56.4% |
| 1Y | +60.4% | +34.9% | +25.5% | +48.2% |
| 3Y | +203.1% | +83.4% | +119.7% | +157.8% |
| 5Y | +145.4% | +87.9% | +57.6% | +104.2% |
| 10Y | +368.9% | +117.0% | +251.9% | +271.0% |
| All | +1,326.2% | +299.4% | +1,026.9% | +944.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling