+172.0%
SPG vs ARMK
+350.8%
-178.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.1% |
| 30D | -6.8% | 0.0% | -6.9% | -7.3% |
| 3M | +2.7% | +6.7% | -4.0% | -1.5% |
| 6M | +5.5% | +38.8% | -33.4% | -13.3% |
| YTD | +15.7% | +55.2% | -39.5% | -11.2% |
| 1Y | +20.9% | +46.6% | -25.7% | -4.6% |
| 3Y | +112.4% | +112.9% | -0.5% | +29.2% |
| 5Y | +101.4% | +144.0% | -42.6% | +9.1% |
| 10Y | +60.6% | +132.4% | -71.8% | -25.4% |
| All | +172.0% | +350.8% | -178.9% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling