+9.5%
SPGI vs ARMK
+144.6%
-135.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | +8.4% | 0.0% | +8.4% | +8.2% |
| 3M | +11.8% | +6.7% | +5.2% | +9.3% |
| 6M | +5.7% | +38.8% | -33.1% | -5.6% |
| YTD | -9.7% | +55.2% | -64.9% | -22.7% |
| 1Y | -12.5% | +46.6% | -59.1% | -23.7% |
| 3Y | +21.8% | +112.9% | -91.1% | -9.4% |
| All | +9.5% | +144.6% | -135.1% | -24.1% |
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 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