+195.7%
SO vs ARMK
+132.6%
+63.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | +8.7% | -1.3% | +10.0% | +8.7% |
| 3M | +3.4% | -2.5% | +5.9% | +3.5% |
| 6M | +3.7% | +20.8% | -17.1% | +0.6% |
| YTD | +10.0% | +48.2% | -38.1% | +3.6% |
| 1Y | +6.6% | +45.7% | -39.1% | +0.5% |
| 3Y | +52.5% | +96.6% | -44.1% | +36.4% |
| 5Y | +76.1% | +106.6% | -30.5% | +54.7% |
| All | +195.7% | +132.6% | +63.1% | +169.3% |
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