+165.5%
SITM vs ARMK
+47.4%
+118.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.6% |
| 7D | +9.7% | -2.4% | +12.1% | +9.9% |
| 30D | +12.7% | 0.0% | +12.7% | +13.4% |
| 3M | -13.4% | +6.7% | -20.1% | -13.5% |
| 6M | +59.6% | +38.8% | +20.8% | +49.5% |
| YTD | +73.3% | +55.2% | +18.1% | +60.2% |
| 1Y | +165.5% | +46.6% | +118.9% | +158.6% |
| All | +165.5% | +47.4% | +118.1% | +158.6% |
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