+44.4%
SITM vs ARMK
+41.1%
+3.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.2% | -5.2% | -8.3% |
| 7D | -19.5% | -5.8% | -13.7% | -18.3% |
| 30D | -43.2% | -5.3% | -38.0% | -42.3% |
| 3M | -30.8% | -6.7% | -24.1% | -29.3% |
| 6M | -28.6% | +17.4% | -46.0% | -28.4% |
| YTD | +14.2% | +43.0% | -28.8% | +13.3% |
| 1Y | +44.4% | +40.3% | +4.1% | +44.1% |
| All | +44.4% | +41.1% | +3.3% | +44.1% |
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