+334.3%
SPGI vs ARMK
+131.1%
+203.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | +15.5% | -0.4% | +15.9% | +15.3% |
| 3M | +15.7% | -2.0% | +17.6% | +15.7% |
| 6M | +19.1% | +22.0% | -2.9% | +11.4% |
| YTD | -4.1% | +49.6% | -53.7% | -15.9% |
| 1Y | +1.2% | +46.4% | -45.2% | -10.8% |
| 3Y | +31.6% | +103.2% | -71.6% | +3.6% |
| 5Y | +12.4% | +108.1% | -95.7% | -13.3% |
| 10Y | +334.3% | +129.4% | +204.9% | +204.4% |
| All | +334.3% | +131.1% | +203.2% | +204.4% |
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