+172.4%
SITM vs ARMK
+146.8%
+25.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -0.6% |
| 7D | +3.7% | +0.3% | +3.4% | +3.4% |
| 30D | -14.5% | +2.4% | -16.9% | -16.5% |
| 3M | -10.6% | +6.1% | -16.6% | -15.3% |
| 6M | +65.5% | +41.8% | +23.8% | +21.6% |
| YTD | +67.0% | +55.5% | +11.5% | +12.1% |
| 1Y | +138.6% | +49.6% | +89.0% | +64.9% |
| 3Y | +421.8% | +122.8% | +299.0% | +133.0% |
| 5Y | +172.4% | +151.0% | +21.4% | +12.0% |
| All | +172.4% | +146.8% | +25.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling