+126.0%
SPG vs ARMK
+91.9%
+34.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | -0.2% |
| 7D | +4.9% | -2.6% | +7.5% | +5.5% |
| 30D | +15.6% | -5.2% | +20.8% | +16.8% |
| 3M | +4.1% | -6.5% | +10.6% | +5.3% |
| 6M | +13.6% | +15.3% | -1.7% | +8.2% |
| YTD | +27.5% | +43.6% | -16.0% | +14.0% |
| 1Y | +32.2% | +42.1% | -9.8% | +18.5% |
| 3Y | +126.0% | +94.0% | +32.0% | +91.5% |
| All | +126.0% | +91.9% | +34.1% | +91.5% |
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