+945.5%
SMCI vs ARMK
+131.4%
+814.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -6.6% | +2.7% | -9.2% | -7.6% |
| 30D | -24.9% | -1.5% | -23.4% | -24.4% |
| 3M | -31.4% | -11.6% | -19.8% | -28.2% |
| 6M | -16.0% | +6.7% | -22.8% | -17.9% |
| YTD | -8.2% | +47.4% | -55.6% | -20.2% |
| 1Y | -23.4% | +41.5% | -64.9% | -32.5% |
| 3Y | +5.0% | +95.5% | -90.5% | -18.7% |
| 5Y | +515.0% | +108.4% | +406.6% | +362.4% |
| All | +945.5% | +131.4% | +814.2% | +664.3% |
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