+88.9%
SMR vs ARMK
+125.3%
-36.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.4% | +13.8% | +14.2% |
| 7D | +21.4% | +1.7% | +19.7% | +20.0% |
| 30D | +13.8% | +3.1% | +10.7% | +11.2% |
| 3M | +3.9% | +9.2% | -5.3% | -3.5% |
| 6M | -4.2% | +43.7% | -47.9% | -29.8% |
| YTD | -21.1% | +57.4% | -78.5% | -46.7% |
| 1Y | -67.1% | +51.9% | -118.9% | -77.2% |
| 3Y | +88.9% | +125.4% | -36.5% | -4.6% |
| All | +88.9% | +125.3% | -36.4% | -4.6% |
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