+275.7%
SO vs ARMK
+350.8%
-75.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -3.0% | +6.7% | -9.7% | -4.0% |
| 6M | -8.3% | +38.8% | -47.1% | -12.5% |
| YTD | +3.5% | +55.2% | -51.7% | -2.9% |
| 1Y | -0.9% | +46.6% | -47.5% | -6.4% |
| 3Y | +45.4% | +112.9% | -67.5% | +29.0% |
| 5Y | +59.6% | +144.0% | -84.4% | +37.6% |
| 10Y | +156.6% | +132.4% | +24.2% | +126.7% |
| All | +275.7% | +350.8% | -75.2% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling