+134.2%
SPG vs ARMK
+96.4%
+37.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +3.1% | +7.1% | -4.0% | +1.4% |
| 30D | +16.4% | -1.6% | +18.1% | +16.6% |
| 3M | +7.1% | -10.5% | +17.6% | +9.7% |
| 6M | +16.1% | +11.8% | +4.3% | +11.8% |
| YTD | +30.4% | +47.3% | -16.8% | +15.9% |
| 1Y | +33.0% | +41.5% | -8.5% | +19.5% |
| All | +134.2% | +96.4% | +37.8% | +97.1% |
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 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