+103.1%
SPG vs ARMK
+144.6%
-41.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | -6.8% | 0.0% | -6.9% | -7.1% |
| 3M | +2.7% | +6.7% | -4.0% | -0.4% |
| 6M | +5.5% | +38.8% | -33.4% | -8.8% |
| YTD | +15.7% | +55.2% | -39.5% | -4.9% |
| 1Y | +20.9% | +46.6% | -25.7% | +1.5% |
| 3Y | +112.4% | +112.9% | -0.5% | +43.7% |
| All | +103.1% | +144.6% | -41.5% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling