+640.9%
SPGI vs ARMK
+350.8%
+290.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 6M | +5.7% | +38.8% | -33.1% | -4.9% |
| YTD | -9.7% | +55.2% | -64.9% | -21.8% |
| 1Y | -12.5% | +46.6% | -59.1% | -23.0% |
| 3Y | +21.8% | +112.9% | -91.1% | -6.0% |
| 5Y | +8.2% | +144.0% | -135.8% | -21.2% |
| 10Y | +309.5% | +132.4% | +177.1% | +180.1% |
| All | +640.9% | +350.8% | +290.1% | +337.8% |
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