+116.5%
SPG vs ARMK
+131.1%
-14.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | -0.4% |
| 7D | +5.1% | +0.9% | +4.2% | +4.2% |
| 30D | +16.8% | -0.4% | +17.2% | +16.3% |
| 3M | +5.7% | -2.0% | +7.6% | +5.5% |
| 6M | +17.8% | +22.0% | -4.2% | +2.8% |
| YTD | +30.1% | +49.6% | -19.5% | -0.3% |
| 1Y | +32.8% | +46.4% | -13.6% | +2.9% |
| 3Y | +137.2% | +103.2% | +34.0% | +43.0% |
| 5Y | +81.5% | +108.1% | -26.7% | +4.0% |
| 10Y | +116.5% | +129.4% | -12.9% | -4.1% |
| All | +116.5% | +131.1% | -14.6% | -4.1% |
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