+338.6%
SPGI vs ARMK
+130.7%
+207.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.4% | +2.8% | -4.2% | -2.2% |
| 30D | +15.3% | -1.8% | +17.0% | +15.5% |
| 3M | +16.5% | -10.9% | +27.4% | +19.9% |
| 6M | +19.8% | +21.2% | -1.4% | +12.3% |
| YTD | -3.2% | +47.0% | -50.3% | -14.8% |
| 1Y | +1.8% | +42.9% | -41.1% | -9.6% |
| 3Y | +30.6% | +95.0% | -64.4% | +4.1% |
| 5Y | +16.0% | +106.2% | -90.2% | -10.3% |
| 10Y | +338.6% | +131.6% | +207.0% | +208.0% |
| All | +338.6% | +130.7% | +207.9% | +208.0% |
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