+681.5%
SPGI vs ARMK
+317.2%
+364.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -2.3% |
| 7D | +0.3% | -2.6% | +2.9% | +0.9% |
| 30D | +18.4% | -5.2% | +23.6% | +19.9% |
| 3M | +15.7% | -6.5% | +22.2% | +17.3% |
| 6M | +17.3% | +15.3% | +2.0% | +11.3% |
| YTD | -4.7% | +43.6% | -48.3% | -15.9% |
| 1Y | +1.8% | +42.1% | -40.2% | -9.9% |
| 3Y | +31.7% | +94.0% | -62.3% | +4.1% |
| 5Y | +12.1% | +96.3% | -84.2% | -13.1% |
| 10Y | +341.9% | +126.7% | +215.3% | +201.4% |
| All | +681.5% | +317.2% | +364.4% | +370.7% |
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