+7.5%
SMR vs ARMK
+127.1%
-119.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | +13.1% | +0.3% | +12.7% | +13.0% |
| 30D | +17.8% | +2.4% | +15.4% | +16.2% |
| 3M | +8.1% | +6.1% | +2.0% | +4.2% |
| 6M | -11.1% | +41.8% | -52.9% | -29.0% |
| YTD | -23.7% | +55.5% | -79.3% | -42.5% |
| 1Y | -69.4% | +49.6% | -119.0% | -76.5% |
| 3Y | +82.6% | +122.8% | -40.2% | +16.9% |
| All | +7.5% | +127.1% | -119.7% | -35.3% |
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