+689.2%
SPGI vs ARMK
+299.4%
+389.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.8% |
| 7D | +2.6% | -10.2% | +12.8% | +5.7% |
| 30D | +19.3% | -9.3% | +28.5% | +22.4% |
| 3M | +15.5% | -11.4% | +26.9% | +19.0% |
| 6M | +18.3% | +11.6% | +6.7% | +13.4% |
| YTD | -3.8% | +37.5% | -41.3% | -13.9% |
| 1Y | +1.3% | +34.9% | -33.6% | -8.9% |
| 3Y | +33.6% | +83.4% | -49.8% | +7.4% |
| 5Y | +13.2% | +87.9% | -74.7% | -11.1% |
| 10Y | +346.3% | +117.0% | +229.3% | +208.4% |
| All | +689.2% | +299.4% | +389.8% | +381.7% |
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