+62.2%
SPG vs ARMK
+136.6%
-74.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.3% |
| 7D | 0.0% | +1.7% | -1.7% | -1.0% |
| 30D | -4.9% | +3.1% | -8.1% | -7.1% |
| 3M | +3.3% | +9.2% | -5.9% | -2.5% |
| 6M | +11.2% | +43.7% | -32.5% | -11.4% |
| YTD | +17.1% | +57.4% | -40.3% | -12.2% |
| 1Y | +21.6% | +51.9% | -30.3% | -7.2% |
| 3Y | +111.9% | +125.4% | -13.5% | +20.6% |
| 5Y | +106.9% | +149.1% | -42.2% | +6.2% |
| 10Y | +62.2% | +135.4% | -73.2% | -27.8% |
| All | +62.2% | +136.6% | -74.4% | -27.8% |
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