+573.2%
SPMO vs ARMK
+189.6%
+383.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.8% |
| 7D | +2.0% | -2.4% | +4.4% | +2.5% |
| 30D | -0.4% | 0.0% | -0.4% | -0.5% |
| 3M | -1.9% | +6.7% | -8.5% | -3.5% |
| 6M | +25.0% | +38.8% | -13.8% | +15.6% |
| YTD | +26.0% | +55.2% | -29.2% | +13.4% |
| 1Y | +28.7% | +46.6% | -17.9% | +17.1% |
| 3Y | +160.9% | +112.9% | +48.0% | +116.6% |
| 5Y | +147.9% | +144.0% | +3.9% | +97.9% |
| 10Y | +518.9% | +132.4% | +386.5% | +405.1% |
| All | +573.2% | +189.6% | +383.7% | +446.2% |
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