+341.8%
SITM vs ARMK
+96.1%
+245.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.8% |
| 7D | +17.2% | +2.8% | +14.4% | +15.9% |
| 30D | -17.1% | -1.8% | -15.3% | -15.7% |
| 3M | -29.2% | -10.9% | -18.3% | -24.5% |
| 6M | -47.6% | +21.2% | -68.8% | -53.0% |
| YTD | +33.8% | +47.0% | -13.2% | +5.9% |
| 1Y | +54.1% | +42.9% | +11.2% | +24.2% |
| All | +341.8% | +96.1% | +245.7% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling