+145.3%
SITM vs ARMK
+49.9%
+95.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +4.8% | -0.9% | +5.7% | +4.9% |
| 30D | -9.7% | -5.9% | -3.8% | -9.2% |
| 3M | -9.3% | +6.7% | -16.0% | -9.4% |
| 6M | +69.5% | +42.5% | +27.0% | +56.9% |
| YTD | +70.5% | +55.1% | +15.4% | +56.4% |
| 1Y | +145.3% | +50.3% | +94.9% | +132.6% |
| All | +145.3% | +49.9% | +95.3% | +132.6% |
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