+4,789.7%
SITM vs ARMK
+96.3%
+4,693.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.4% | +4.0% |
| 7D | +3.9% | +3.1% | +0.7% | +2.4% |
| 30D | -6.6% | -2.8% | -3.8% | -5.2% |
| 3M | -11.9% | +7.6% | -19.5% | -15.4% |
| 6M | +81.1% | +47.9% | +33.2% | +47.4% |
| YTD | +80.0% | +60.0% | +20.0% | +40.1% |
| 1Y | +145.8% | +52.2% | +93.6% | +95.9% |
| 3Y | +475.9% | +131.4% | +344.5% | +270.9% |
| 5Y | +189.2% | +163.2% | +26.0% | +81.8% |
| All | +4,789.7% | +96.3% | +4,693.4% | +2,425.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling