+5.0%
SMCI vs ARMK
+96.6%
-91.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -6.6% | +2.7% | -9.2% | -7.8% |
| 30D | -24.9% | -1.5% | -23.4% | -24.4% |
| 3M | -31.4% | -11.6% | -19.8% | -27.5% |
| 6M | -16.0% | +6.7% | -22.8% | -18.3% |
| YTD | -8.2% | +47.4% | -55.6% | -22.2% |
| 1Y | -23.4% | +41.5% | -64.9% | -34.1% |
| 3Y | +5.0% | +95.5% | -90.5% | -16.3% |
| All | +5.0% | +96.6% | -91.6% | -16.3% |
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 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